"I understand why too. From what I understand, the Native Americans are considered "sovereign nations" within the borders of the US."
Considering that the vast majority of the geography of the United States used to be Native American land and the whole concept of Manifest Destiny was wound up in conflict with Native American nations, this is too far a stretch to be valid. For close to a century people born into NA tribes on reservations are considered American citizens by the U.S. government, so at least for the "present day" part of the class they're learning about a segment of the American population.
"In some areas of the south western US, we have a shared history with Mexico (think of all the Spanish missions along the California coast or the Mexican American war), but taking a course solely on Mexican history doesn't really = US history."
Since you mentioned it, would studying the history of California from the 1500's through the present day not count because a good portion of that would be Mexican history? As I said, present day NA people (in the U.S. of course) are American citizens by birth.