Outside of Los Zetas, it is the broad Mexican perception that the MexArmy is less corrupt than the cops.
It’s likely that the cops who opened fire on them were working for the drug barons —that’s my guess.
Back in the mid 90's a South Texas TV station did a story on auto theft in the region. They went to the Nuevo Laredo police headquarters and found the vast majority of the VIN numbers from the employee parking lot were stolen from the U.S.