A lot of Hispanics that I know (I live in North Texas) vote conservative because they don't want anyone to associate them with "the illegals". They are usually very quick to tell a white person how they were born here, or that their families go back so many generations, etc. They will do almost anything to not be viewed as illegitimate, and more than a few of them hate undocumented workers for putting them in that situation. I would imagine that the closer you get to the southern border, the more common this is.
I see it as a type of Stockholm syndrome, really, and I didn't understand the depth of it until I talked to Hispanics who were voting for Trump despite his calling them rapists and such. This stuff goes DEEP. I always cringe when liberals refer to Texas Hispanics as "LatinX" - which they hate with a passion. Even if they might agree with Democrats on a lot of working-people and social issues, this one thing keeps them supporting conservative candidates -- the hope that they will be accepted by the powers that be (i.e., white and moneyed people) as belonging, as opposed to "the other".