What about this? I think all Mexican immigrants should try and learn English.
What makes you think they don't know how to speak English? Really, you don't think they do?
They talk in Spanish when I am around.
While it can be annoying to not know what someone is saying when you are around, they probably do still understand English and know how to speak it. Have you attempted to have a conversation with them before?
I think they should try harder to speak English.
You could try talking to them about it, if you'd like? Don't demand that they speak English as most people would think that's rude of you, but you could try talking to them in English and see if they respond? While they don't need to know English and you should move on if they don't, there's a chance they just don't know this annoys you.