<em>During their arrest:</em> The defendant is often better off exercising Fifth Amendment rights to remain silent during questioning and arrest. The defendant is not required to say anything at this stage.
<em>During their initial appearance:</em> Unless this appearance is the defendant's arraignment appearance (it could be bail, etc.), then the defendant is not required to disclose information.
<em>During their arraignment appearance: </em>The arraignment appearance is where a judge restates rights for the defendant and gives the defendant the opportunity to declare his/her innocence or guilt. This is often the defendant's first formal court appearance.
<em>During their Grand Jury appearance:</em> This step of the trial occurs after the defendant declares innocence or guilt, so this is irrelevant to the question.
Answer: Because, predominantly in the agricultural Western region of the United States, the demand for cheap labor was extremely high at the time. The source of this cheap labor were Mexican immigrants.