I live in San Diego. Nobody I know who lives here would EVER consider crossing the border to ride their bike.
Nevertheless, there is a constant stream of (usually European) cycle tourists southbound on Pacific Coast Highway who know better.
I think that if you have the "homeless on a bike" look, you'll fit in better with the locals down there who do not ride bikes just because they want too. Speaking Spanish would kinda help too. The typical bright colored spandex wearing middle aged cycle tourist might as well have a sign on their back saying (in espanol of course) "ROB ME".