The Habsburg was the head of state of an occupying army (French) so hardly a legitimate claim, especially since he was executed by the Mexicans. And no, it’s not like saying the East Coast is still British, it’s like saying that parts of Arizona still belong to the Navajo (since Mexicans are largely indigenous North Americans). Alta California was part of Mexico for about 300 years (longer than it’s been part of the USA). Baja California has been part of Mexico for about 450 years. Just because the occupying Spanish were the “owners” doesn’t decrease the legitimacy of the claim.