Obviously, no other country (that wants to remain a country and not just a territory) would allow millions of foreign citizens to enter their country illegally and then march through their streets demanding rights to which they aren't entitled.

Unfortunately, because of corrupt "liberals" and "conservatives", we are perhaps the only country in the history of the world that has allowed something like that to happen and then has done nothing to prevent it from happening again.

For the likely response of Mexico to illegal aliens from America marching in their streets, see this article from Heather MacDonald:

What would Mexico do? The answer is easy: deport them on the spot. In 2002, a dozen American college students, in Mexico legally, participated peacefully in an environmental protest against a planned airport outside of Mexico City. They swiftly found themselves deported as law-breakers for interfering in Mexico’s internal affairs...

You have to admire the Mexican elites. They have a clear-sighted understanding of their country's national interest - which lies above all in getting as many Mexican citizens as possible into the U.S. for their billions of dollars in remittances - and they're unapologetic about pursuing it. Mass demonstrations that include illegal residents demanding that Mexico override its laws to accommodate them wouldn't cow those elites for an instant. Too bad American officials can't summon the same commitment to the wishes of the American people, who overwhelmingly oppose the rewarding of law breaking. The U.S. government isn't about to deport the thousands of illegals who will be exploiting the American right to protest today, but it should at least not be swayed by their mass show of force.