Many countries around the world require income tax withholding on many classes of outbound money transfers. The US could do the same thing on money transfers from the USA to Mexico, capturing income tax on money earned in the USA by Mexican nationals. If they filed tax returns then they could recover the withholdings. For individuals who don't participate in the normal process of paying taxes the government would still collect the revenue.
That may very well be true, but that is not what Trump is talking about.