To be fair, Americans and/or pro-US Texans and/or pro-US “filibusters” fought wars in and opposite one or another Mexican regime (sometimes alongside a competing Mexican regime, as in a war between the Mexican Republic and the Empire of Mexico) in the 1810s, 1820s, 1830s, 1840s, 1850s, 1860s, 1900s, and 1910s.
So, having military contingency plans for invading Mexico in the 1930s wasn't unreasonable, and not just as some kind of abstract exercise.