People know relatively recent history of large nation states because we live in the post-Gutenberg era and we live in an era where vast majority of people do 12 years schooling at a minimum (a quite recent phenomenon). You can read, the vast majority of people in human history could neither read nor write. So people largely relied on oral history. How many Swedes can tell you about the various tribes that made up the oroginal identity of Sweden itself? Would a modern Swede think about the Götar, Upplänningar, or the Värmlänningar? These tribes occupied Sweden before the Swedish national identity emerged somewhere between the 1200s and 1500s. Unless they're history buffs probably not, and there are countless others for which we have no record of.

Many areas of the world existed outside the bounds of extensive record keeping. Thousands of tribal identities and city-states were absorbed into the modern day nation state. Even Germany did not exist as a country until 1871. At one point there was 300 principalities in the region now known as Germany.

The Cathedral of San Fernando was built by the Spanish in 1738, not Mexico. Mexico didn't exist as a nation state until the establishment of the First Mexican Empire in 1821. Meanwhile the Republic of Texas was founded in 1835, just 14 years later, as it broke off from a Mexican dictatorship. The Texans were wise to keep around beautiful and historic works from the Spanish and even retain the names of many Spanish established cities (although they might pronounce them differently as in Amarillo).

Texas wasn't conquered by the U.S., it was a sovereign republic for 10 years before the Texans voted to join the U.S.

Either way history is extremely complex and even as we know so much there is a lot that went undocumented and is lost to the ether. There are many cases where entire cultures were assimilated away, by the Romans and otherwise.