Probably Denver is not a "well known" city here in Mexico, I can tell you I've been at mostly all the southern states of the US a few cities... LAX,SAN,PHX, LAS,ELP,DFW,IAH,SAN,MIA, and many other cities I can't remember, in the North I've flown to ORD and went all the way to Toronto, Canada via car, the success of cities such as LAX,SAN,PHX,LAS, etc it's because they are closer than DEN... some people go to the US for shopping only so they prefer cities closer to Mexico... In the case of the high flights demands into Chicago it's because all Mexican people working there....
About Vegas, as Mariner said Vegas is an uncommon city to us, I've been to Vegas for the last 2 year like 6 times, everytime I go I see something changed..., we don't have Cassinos in Mexico because of the United States, years ago they wanted to put Cassinos just like Vegas in different cities like Cancun, Cabos, Vallarta, Acapulco, but when the US knew about this they start talks to Mexico's government... (This was Early 90s, in Salinas administration) for the rejection of this new 'bussiness', they new Vegas demand was going be affected and people would prefer to visit the coasts of Mexico and play in here...
Anyway, good for MEXICANA
, too bad they dropped freq like SJD, PVR, and MZT., probably this was because they don't have enough aicrafts to cover an estimate of 16 flights to DEN, or they are afraid to have a low seat demand.
Finally, I think Denver needs more promotion in Mexico, I'm shure there are lots of things to do in there!