Occupying Tamaulipas is quite enough for most Americans.I'm not sure how many Mexicans lived in Sonora or Baja in the 1920s. Still, the U.S. got a big enough bite out of Mexico to where they didn't need any more of it.
Besides, I'll admit that there's an out-of-universe reason: I don't want to have the 'TL-191' Mexican border, where the Confederates (or Americans in this case) take Sonora and Chihuahua. That just felt like too much of a stereotypical AH cliche... and the Second Mexican War idea itself was already pushing dangerously in that direction.