In the predominantly hispanic areas around Phoenix there are tons of tiny shops serving the neighborhood -- it's a thing. Where I live now there used to be a few corner markets but now that gentrification is in full swing they are all gone and are being replaced with trendy restaurant/bars with the people presumably now shopping at the major supermarkets. There were probably more before they built the super-massive Ranch Market but I didn't live in this area then so can't really say.

I'd venture to say it has more to do with the cost of owning/operating a car, in Mexico (and much of Europe) they are significantly more costly than the US so the convenience of "shopping local" is different.