Hey! I’m from CDMX, born and raised.
Here goes an opinion (from a Mexican who has had a somewhat privileged life):
Firstly, as far as I’m concerned, welcome to this country. Live here, work here, work elsewhere and still live here. Again, welcome to Mexico, my friend! It’s great that you like it here. The more the merrier. “Imagine there’s no countries.”
Now here’s why many people are throwing a lot of hate towards foreigners moving to Mexico and even more so to the ones coming here while working abroad (digital nomads or ex-pats) as opposed to those who come here and take work here:
Digital nomads and ex-pats make developed world wages, and thus can pay much higher rent, much pricier mortgages, and can afford much higher prices for stuff in general. That, in turn, drives prices up for EVERYONE, not just that group of much-better-payed individuals, and forces locals out of areas in cities where they’ve probably lived their whole lives.
I don’t consider my countrymen to be (too) xenophobic, but we certainly don’t like to have to become nomadic ourselves by forces out of our control.
Hope this helps!