Mexico likely declines. They might even turn around and give us a copy as a diplomatic maneuver. If they do decide to invade, they might reach farther than most people think but ultimate get beaten back and lose Sonora, Chihuahua, and Baja in the process.
As I said, the main failure of Germany in the first world war was having the Junkers have control over diplomacy. German and American diplomats really did try to keep America out (there's a heartbreaking scene where the German representative and the US Secretary meet after it was revealed Zimmerman had used a line only meant for him).Absolutely, the Germans failure to consider that all the trans-Atlantic cables on the Europe side passed through London has to be one of the most idiotic SIGINT own goals of modern times.
Admittedly it was all coded, but having said that the UK had one of the most professional code breakers in the world at the time.