MY EARLIER SUGGESTION that immigration enforcement, minimal as it is, is still making a difference seems to have been correct:
In the past year, U.S. immigration police have stepped up workplace sweeps across the country and teamed up with a growing number of local forces to train officers to enforce immigration laws. . . . Mexican consular sources in Phoenix say they are seeing a spike in the number of immigrants applying for Mexican citizenship for their U.S.-born children, which will allow them to enroll in schools in Mexico.
They are also seeing a rise in requests for papers enabling families to carry household belongings back to Mexico, free of import duties.
Members of the Brazilian community in the U.S. northeast, meanwhile, say they are starting to see an increase in the number of illegal immigrants heading back to their homes in Brazil in recent months.
Apparently there's more sensitivity to enforcement at the margins than many people believed.
UPDATE: A reader suggests that the falling dollar is why people are leaving -- since the money they send home would be worth less. That sounds plausible, but I checked the dollar/peso conversion chart and the dollar's about where it was in May, and when you look at the five year chart things seem to have been pretty stable, so that doesn't seem especially likely.
Several other readers noted the irony of needing Mexican citizenship to enroll in Mexican schools, when American citizenship is not required to enroll in American schools. I don't know the Mexican law on the subject beyond this passing reference in a news story, but I suspect that a demand for strict reciprocity would produce amusing political results.