Somebody wrote on here that it is the people that you least expect to give you greif with the wedding, do. I've found that to be true as well.
So I think you and your FI have already made your decision to have your wedding in Cancun, period. Part of the deal with having a DW is not everyone you envisioned there will come. But, it is not about them it is about the 2 of you.
If it makes you feel any better, we had the same problem in the begining. Totally blew me away! But, people are coming around now. Not everyone, but some. And my FI and I found out we are a really good team! You can be firm and still be nice.
Good luck!