Newsflash. There are already roads connecting Mexico and Texas.
Heck, you can drive all the way to Canada from Mexico. Paved road, most of the way.
And...and...there's INTERSTATE HIGHWAYS too! They go through state lines! Plus those dreaded back county roads too with the letters! OMG we're dead!
So why then is the Trans-Texas Corridor being built? You better call them up and tell them about your newsflash.
Hell, you don't even need to leave the freeway. Just drive I-94 from Port Huron to Minneapolis-St. Paul, then I-35 to Laredo.