Since we know Spain lost all of its territories on the American continent, getting the U.S. to help the rebels would be even worse for them. Instead of Mexico getting independence, that entire territory would be ceded to the United States.
But the rebels wanted to be
independent, not part of the USA.
Anyway, Mexico has already suffered a pair of "coups" in 1808 and 1810. The current viceroy is a "semiliberal", the Count of Calderón; the pro-independence guerrillas have been greatly diminished since 1811; the Mexican Inquisition has been abolished and free trade has been established; Spain is at the height of the conflict with the French and the new Constitution of Cádiz has recognized them as citizens wth the same rights as the Peninsulars; Mexico has began to build a navy of its own in 1809 in all but its name with the support of the Brits, to have the French out of the Western Hemisphere. What does an American annexation have to offer? Nothing.
Thanks to the "special" situation in Spain, Mexico is almost an independent nation, and Ferdinand VII is still the "desired" prisoner of the French and not the bigot monarch that screws everything he touchs of a pair of years in the future. If a conflict emerges now over Mexico, it's going to be a Mexican-American War, not a Spanish-American War. Or maybe some sort of land version of the British attacks on the River Plate - it can contribute to the ascension of pro-independence feelings among the populace as later consequence, but that same populace is not going to receive what are just foreign invaders with flowers and open arms.
By the way, what's the incentive of the USA? It already has received New Orleans, the entire Louisiana Territory is almost virgin land awaiting settlers and they are already in talks to get Florida. Are they gonna just turn Drakaesque in the west for no reason? While the British are just lurking around their ass and have vulnerated some of the points agreed in the Treaty of Paris, at the same time?
As a side note, I see "gringo" and "traitor" becoming synonimous in Spanish in such a scenario - whatever the outcome is. Just WTF. Spain spends money, soldiers and weapons in freeing the USA from the Brits and the first time she's in trouble the same USA decides to bite her ass. Wasn't "honour" in fashion among the members of the US Congress of the time? I though some of them might still remember when Washington himself wrote a letter thanking the King of Spain for his help in the birth of that nation...