We’d probably be surprised how many of them ‘flew to Mexico’ to come over the border. One guy was asked by reporter why he came to US after crossing - said....”Bcause it’s Open”
Invaders fly into Mexico City from many nations. For some, this is as simple as getting a visa at home. For some, they don't even need a visa. Mexico knows who and what they are up to. That they are just passing through, on their way to the US-Mexican border.
So Mexico does not mind this at all!