In many countries, its illegal for LEGAL aliens (let alone illegal ones) to protest against the government. It's a deportable offense in many countries, including, get this, Mexico. So for example, you as a US citizen decide to retire to Mexico, legally, to live, you have no right to protest against the Mexican government (your property rights are restricted as a non citizen as well, something the US doesn't restrict for foreigners owning property here). You will be quickly deported and prohibited from reentering if caught doing so.
You have to shake your head every time the Mexican government wags its finger at our immigration laws, when its own laws are far more strict and more strictly enforced. I only wish we had their immigration laws.