I have to say, the idea that no one here calls themselves Latino is a pretty bold statement. I can't count the number of women who have mentioned to me "hey, aren't Latinas better than other women?" when talking about themselves. Guys who, when talking about the absolute fanaticism of futbol here, say "hey man, we're Latinos, it's in our blood".
Obviously there are many people who live here that are of European descent, and I would be the first to agree that people who are of European descent are (at least somewhat) not Latinos (EDIT: well, once I went to the RAE, [see my later post], and looked up the definition, I'm not sure that statement is correct either

). But then again, you have to wonder at what point does one's heredity become one group over another? I doubt there are very many people left here who have no Latino blood left in them. And in fact, most of the "Latinos" and "Europeans" here have quite a bit of indigenous blood in them as well - although quite a few people, no matter what, for example, are their facial, skin, etc features, will deny that until they are blue in the face (yeah, an intentional sort-of pun

).
People confuse heredity with nationality an awful lot. Roots of racism and elitism I think.
BTW - I think one of the reasons the US is so race-conscious has a lot to do, obviously with racism against African-Americans, as well as other groups (the Irish, the Germans, the Italians, the Chinese, all were prejudiced against as they came into the country in groups for the first time), and the attempt for a large number of people to separate that from our consciousness. I think it is actually a prime example of why legislating thought and feelings turns into other problems - like Affirmative Action, for example.
In place of saying "everyone's equal and we are going to enforce existing laws to ensure that people aren't discriminated against", we in the US end up pointing out those groups, giving them special benefits to try to take away their special status, which is sort of like an oxymoron. And you can see the results today.