Wikipedia says
The song's lyrics are a lighter, humorous depiction of the frustrations an illegal immigrant faces, leading up to the chorus: "It's no fun/Being an illegal alien". Even though the lyrics are intended as a satire and to be taken in jest, the song can rarely be heard on United States radio stations because of its perceived offensiveness toward illegal aliens.I hate that—it's legitimate to worry, up to a point, about offending racial groups, but it's not legitimate to worry about offending illegal aliens.