He should be.
He should be indignant about the fact that millions of his citizens have fled the country in search of a better life elsewhere (most often in the U.S.), and continue to do so. He should be indignant that many in his resource rich nation are living off of remittances from relatives working abroad. He should be indignant that significant portions of his country have effectively fallen under the rule of criminal cartels, wreaking carnage upon anyone who crosses them. He should be indignant that the wealth of his country has been systematically looted by a small elite for decades, leaving millions of the country’s citizens in abject poverty.
But that is not what President Peña Nieto is indignant about. What he is indignant about is that the United States Congress has not passed (another) amnesty for millions of illegal aliens, many of whom are Mexican citizens. He is indignant that the United States deports a tiny fraction of the illegal aliens who are living in this country – mostly criminals, these days. Peña Nieto calls this “a lack of conscience, which shouldn’t only alert and worry Mexicans, [but] should also worry the American government.”
Perhaps, if Peña Nieto (or others in his country’s ruling elite) worried half as much about poor Mexicans living in Mexico as they do about Mexicans living illegally in the United States, maybe he’d have less to be indignant about.