The answer...may be a bit paradoxical.
The Spanish Empire, was still.....an Empire, in the classic definition of the word; that is to say, a stronger power/country ruling over two or more weaker foreign countries-(who are in close and/or in distant proximity to the stronger power/ country). For approximately 300 years, Mexico, was essentially, a colonized country whereby the local population had to adhere to policies and laws that were largely inconsistent with their indigenous practices and values-(which again, is fairly commonplace in the story of empires and their colonized subjects).
However, while Spanish colonial rule over Mexico did not necessarily benefit the indigenous population-(in terms of economic wealth, coupled with the lack of national self-determination), one could still credit the Spanish with their official discontinuation and ending of Aztecan based human sacrificing with their simultaneous introduction of Roman Catholic Christianity into colonial Mexico.
(Of course, the Spanish did also introduce the bullfight into Mexico, which can also be seen, as a rather gruesome spectacle for the sacrificed bull. And of course, one should be very wary of crediting early Modern Spanish Roman Catholicism and the discontinuation of Aztecan human sacrifice, since this was the same Spanish Roman Catholicism that was the Epicenter for some of the cruelest acts committed by the Vatican's notorious Office of the Inquisition against Spain's religious minority groups).
While much of Mexico never really benefitted from the 300 year Spanish imperial presence, the Roman Catholic Christian faith did also introduce Mexico to a newer (and perhaps more spiritually promising?) religion whereby their National Patron Saint would become Guadalupe-("Our Lady of Guadalupe"/the Virgin Mary). With that said, Catholic Mexico, would eventually join the list of Marian apparition countries, such as Spain proper, as well as neighboring Portugal and would emerge as a major Center for Global Roman Catholicism which lasts into the present-day. None of this would have probably ever happened, had it not been for the arrival of the Spanish or perhaps a similar Roman Catholic imperial power arriving on Aztecan Mexican shores centuries ago.
But despite the major changes to Mexico's religious character, culture and temperament, "at the end of the day", ethnic, as well as ethno-racial kinship(s), tends to prevail. The Spaniards were a different, indeed a foreign race of Caucasian Europeans entering into a land that (before the arrival of Hernan Cortes), never saw a single Caucasian European. The regional conflicts and infighting among the Aztecs and neighboring ("Indian") peoples within greater Mexico-(including the subordinated Mayans living in the Yucatan region), is not necessarily so different than regional conflicts and infighting among various other countries and peoples worldwide. This does not automatically assume that the peoples of Mexico "preferred" the Aztecs over the Spanish, though it does underscore the visceral kinship that one country may have towards neighboring countries, as well as the diplomatic relations they have with each other-(even if such diplomatic relations were historically mercurial).
The best phrase I could use to describe as to whether or not Mexico "preferred" Aztecan over Spanish colonial rule is.....
"It is a problem....but it is our problem", meaning, that there are regional bullies who may seek neighboring domination and subordination-(such as the Aztecs over much of Mexico proper centuries ago). But they are still....."regional bullies".....and not.....distantly exotic bullies.