Alternatively lots of Arabic Mohammeds out there but I don't think I've ever met anyone named Buddha? Of course those are different religions and it could just come down to not wanting to blaspheme or maybe Mohammed was already a popular name before the Prophet came along.
But there seems to be a big gap with the name Jesus considering they're all Christians. Is this because of some factor that happened south of the border or was it a common name back in Spain?
previous askhistorians questions on the narrower topic of "why is Jesus used as a name in Spanish speaking countries but not english
https://www.reddit.com/r/AskHistorians/comments/1zqscq/why_is_jesus_not_a_common_name_for_english/
https://www.reddit.com/r/AskHistorians/comments/21z27w/was_jesus_ever_a_popular_name_for_boys_among/
both places posit that the "Mexican Jesus" ultimately derives from Spanish Islamic influence
/u/Pixie_Moondrip cites The book 'Moorish Spain' by Richard Fletcher for this point.
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Buddha ends up being a bad example. While Jesus and Mohammed are just names, Buddha is a title and there have been other Buddhas (for a rough analogy analogy there may be many Jesuses but how many kids are named the Christ? None because they theological/metaphysical claims)