Central American religion is home to various cultural beliefs originated from Spanish and Indian Culture.
The ethnicity of "Mexican" is believed to originate from European Spanish and Central Native descent, traced to Spain exploration throughout the 1700s-1800s.
This caused a shared blend of cultures and hybrid beliefs in both cultures, having Spain introducing their boy Jesus with their Catholic roots and Central America having monotheistic beliefs of sacrifices and multiple Gods.
This is like basic facts on the history to your question.