Grendel
Grendel is a 1971 novel by American author John Gardner. It is a retelling of part of the Old English poem Beowulf from the perspective of the antagonist, Grendel.
Answer:
Perhaps they mean that Frida feels more connected to her culture and is less embarassed of showing her, well, 'Mexican-ness' to society compared to Diego.
Explanation:
To go a little further in depth, we can conclude that Frida loves her culture and feels connected to it, and while Diego might also feel connected, he simply does not express it nearly as much as Frida does.
Hope this helps!