I think it's just fundamentally different cuisine. I was pretty baffled when I went in to a breakfast place and they had breakfast tacos with eggs, sausage and potatoes. I literally thought that was something McDonald's invented to seem "Mexican." The Mexican breakfasts I get have smoked beef tongue and stuff like that. There isn't really that much cheese either.
Another thing, and I'm not sure it makes a huge difference, but, the Mexicans I know up here tend to be from southern Mexico. The few Mexicans I know from further north say that the food in Chicago is mostly from Southern Mexico.
Tex-mex is pretty good, but if you are expecting Mexican food it's not really the same. It needs to be appreciated on it's own merits.