Factual error: When the Confederates enter the plaza to be greeted by the Mexican authorities, the Stars and Bars are raised below the Mexican Flag. However, during Maximilian's reign, the Mexican Flag was completely different from the flag shown.
Factual error: The Civil War has just ended, and John Wayne is herding horses to Mexico, yet he carries a Colt Peacemaker, not manufactured until 1873.
Answer: Because as far as they were concerned the battle was not over, the South would rise again.