Because they are the federal agency tasked with investigating and enforcing violations of equal employment laws, and they have jurisdiction in all 50 states
You can find court cases where federal judges affirm the EEOC’s interpretation if you really want to press this point
Mexicans are a protected class under U.S. law, however you want to define that (race, national origin, immigration status). You can’t discriminate against them on a technicality based on some distinction between race and ethnicity. The law on this is dead as a doornail.