So now the Mexican border oozes one way only?
When I say "bring in and out" I'm talking on the level of KGB using "diplomatic bags" or private aircraft. This is not the sort of thing you lug back and forth through the Sonora every couple of years (and it would probably be even more frequently than that if you tried to subject it to that sort of abuse).
Suitcase nukes, or backpack nukes as they are sometimes called, are only termed so because they are small enough to be manportable. They are not intended to be dragged all over creation, at least not without several techs along for the ride to make sure the thing doesn't break.