Do hispanics know they are not a race?

Okay last night I was at work and I was waiting for my girlfriend to pick me up because my car is messed up at the moment.Well anyway I was waiting this guy named Antonio who is Mexican sat at the table I was sitting at and we started talking.So as we where talking I looked at him and asked him what race he was. Because he looks like he is white. He looks at me funny and says I'm Mexican and I informed him that Mexican is not a race, so he says okay"Hispanic in a sarcastic tone so I informed him that Hispanic was a race neither nor was Latino and they can be of any race.So tells me I am stupid and don't know what I am talking about.I then asked our boss who is Mexican about this and he looked at me like I was stupid and says Hispanic is a race. SO I told him that I heard that most mexicans are mestizo which is half spanish, half indian and all the mexicans who were nearby looked at me like I was a moron.So do most hispanics realize they are not a race and refuse to acknowledge this or am I just dealing with a bunch of morons.