Asian and Pacific Americans have a long heritage and are part of both United States and global history. May was chosen because it commemorates the immigration of the first Japanese to the United States in 1843 and also marks the completion of the transcontinental railroad in 1869 where Chinese immigrants did most of the labor.
Visit the Howard Zinn Education Project for more details on this topic: https://www.zinnedproject.org/materials/asian-americans-and-moments-in-peoples-history/