well first of all, it is hardly impossible to not pay a cent back since everything is taxed.
second, well, it will be hard for the people but then again prices would drop a lot.
Third, most of the jobs that could hurt are the govermental ones, but it would be imposible to an immigrant to get that.
So in closing, no you don't really see any damage to your country. It is just that some people are tired of having Mexicans there(because last time I checked, they were not saying anything about the ones that were studying and stayed there illegaly, it is just the Latinos that stand out... hmm I wonder why)