I dislike all what-ifs, but this one is particularly corny because there's no reason in the universe for Mexico to go to war against the U.S. For one, Mexico had a fraction of the population, military technology and resources as the U.S.
Two, Mexico was already engaged in a huge civil war. There barely was a "Mexican state" to speak of at all. By contrast, the U.S. was not at war with the Central Powers yet and therefore could've unleashed its full power to steamroll Mexico even worse than in the Mexican-American War of 1846-48.
Three, the given incentive for this hypothetical war is that Germany would have financially aided Mexico, but this would've meant nothing because (a) the U.S. would've immediately blockaded Mexico and (b) the U.S. held a near-monopoly on weapons and explosives production in the Western Hemisphere.
Four, supposing even then that the moment Mexico invades that every American officer catches the flu and every Mexican officer becomes Napoleon Bonaparte, victories would've meant nothing because there is no reason why any citizens in U.S. territory would not have given the occupying forces extreme hell.
Five, even supposing the above plus the Mexican officers have preternatural powers to pacify the populations they purport to please, a war with the U.S. would also mean a war against the Entente and most of Latin America, thus assuring that if Mexico didn't become a puppet state of the U.S. (like the Philippines), it would become a colony.
However, upon reflection, giving the Mexicans the aforementioned magic powers so much that they're able to go to war with the Allies might make a good Anime.