"The Mexicans"

I've noticed that as a group, my friends and I are referred to as "The Mexicans." This is odd. Do we not have individual personalities? Or are we lumped into a group name out of convenience? One of us is actually a mixed race Mexican. If you said "The Mexicans" down in the Rio Grande Valley, then it would probably mean actual Mexicans straight from Mexico. Is this meant to be somewhat derogatory? As in 'Fortunately, I'm not Mexican but you are.' When it comes from Chirag, it is at time outright derogatory. He'll follow it with "go scrub my floors" or "go wash the dishes." Not nice. Not nice at all. I'm sure it is usually said out of convenience.