In a letter to Mexican Football Federation (FMF) senior officials, the players said they objected to the way the announcement of the sanctions had been handled by national teams director Nestor de la Torre.
"We are not refusing to adhere strictly to the regulations, but (object) to the exaggerated and avid desire for recognition of this character (De la Torre)," said the letter, published in local media on Tuesday.
The players said they did not want to be called up again until they and the team directors could agree on conduct and procedures.
The FMF banned Carlos Vela and Efrain Juarez for six months for their part in the late-night party at their hotel after a friendly win against Colombia in Monterrey earlier this month.
Another 11 players, including Marquez, Giovani dos Santos and Javier Hernandez, were fined 50,000 pesos ($3,900) each.
De la Torre, who denied media reports that prostitutes had been invited to the party, said the FMF would reply to the players' letter but he did not say when.
Forward Cuauhtemoc Blanco, a veteran of three World Cups, made a stinging attack on De la Torre over the weekend.
"No-one likes Nestor de la Torre... I hope all my World Cup team mates say what I'm saying, that they don't like Nestor de la Torre," Blanco told reporters at an autograph signing session.
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