I think the mere fact of someone having (presumably) taken the great risks of entering the US illegally and staying illegally is enough to infer that going back is not seen as a viable option, hence me discussing the alternatives as requested. On the other hand, suggesting to go back to Mexico is as good as no advice, because that’s what deportation does as well.

It’s best to ask those who risk everything just to get to the US. I assume Mexico is inferior by most if not all metrics, at least pre-Trump. For example, you are five times more likely to be murdered in Mexico than in the US.

Edit: killed->murdered

You’re not wrong, but if the person is from Mexico, where else do they go? If they don’t have many items and can afford a flight to another continent, they could try taking one to a country like Russia, then illegally cross into Europe, but that’s another risk.