Beg to differ, Tom. If you stay in Mexico revisit this topic in ten or fifteen years. Four years isn’t long enough, but one day you will wake up and realize that you are home, in every sense of the word. I grew up in the Midwest and moved to Hawai’i ... and yes, I know, it is an American state. Maybe. A lot of kanaka maoli (Native Hawaiians) consider it to still be an independent country, under American military occupation. And frankly, they have a point.
75% of the population is non-white. Step onto a city bus and you are more likely to hear people chatting in Japanese or Tagalog than English. A clear distinction is drawn between those who are "local" and those who are not ... and while locals will be friendly (if you don't go out of your way to show your ignorance), you will know that you are not one of them.
Until, one day, you are. It just happens--if you want it to, and you are patient. I can never be a kanaka maoli, but today I can say without hesitation that I am local.