He does have a link to it. Chances are the neighborhood he lives in has a large Mexican-American community. It's also possible that that areas main language is spanish (mexican tongue). Add to the fact that his father is from Mexico, doesn't speak English and his mother is Mexican-American and I can't see how you don't think he doesn't have a link to the country.
I live in NYC which is a melting pot of all nationalities, races, and religion. There are places you can go to and not hear a word of English. Just a few examples - bensonherst yiddish, Washington Heights spanish, Chinatown and Flushing Chinese, Jackson Heights Spanish and Indian (Hindi?), Brighton Beach - Russian. The usual trend is for 2nd generations children to either embrace their roots (such as Cain) or disregard them altogether (fast track assimulation).
I've heard in Canada (I'm a bit ignorant on your country tbh so correct me if I'm wrong) that English speaking Canadians in Toronto do not like French speakers from Quebec. And I am sure there is some history behind it.
There are over 20 countries that compromise over 12% of the world that speak spanish. Even if his neighborhood is mainly mexican American its still a neighborhood in the US. If he claimed that his Hispanic roots were important to him I could see it. He could not represent Mexico at the Olympics, he has never lived in Mexico. He is Hispanic but that does not make him Mexican. If we called all Hispanic people Mexican it would not be politically correct. I guess it is just a cultural thing with the US but IMO its offensive to both countries involved when somebody plays it up like that.