That aside, I might point out that some Mexicans find the United States the target of their own missionary work. The Iglesia Luz Del Mundo has sent missionaries to the United States since at least the 1950s. Similarly, Mexican missionaries have been coming to the US from the LDS (Mormon) church for decades as well, and not just the gringos refritos of Colonia Juarez in Chihauhua, but "Mexicanos de Raza y Sangre," as well.
It isn't just Mexicans who come to convert the heathen Americans. Members of Daniel Comboni's institute of missionaries have been arriving in the US since 1939 to "consolidate" and "convert" the Catholic gospel message, and Evangelical Venezuelan singer / preacher Rafael Saracual felt called to come to the US to preach, teach and convert. And they are certainly not alone.
Aside from leading conservative brain (snark intended) Chuck Norris' comments about President Obama as a Muslim Missionary, I'm not sure most Norteamericanos consider the United States and themselves as a destination for conversion. But if I was a dedicated Mexican Evangelical, sitting in Mexico surrounded by family and civility, and I looked at a country where going to the mall or school could get you shot, where most children are exposed to pornography before literature, and where bigotry and hate are considered "free speech" I might be moved to pack up and come to the US to convert the heathens.