imho this is a good argument for running the keystone pipeline and encouraging the Mexicans to develop their immense natural gas deposits. However, its not a good argument for the US to start exporting lots of natural gas because higher exports will raise the price of natural gas and kill the US manufacturing edge that lower natural gas prices bring.
As long as we ramp up production (permits) faster than exports + additional uses here, and stop with the war on clean coal usage, prices will be ok. However, you make an excellent point: Encouraging the Mexicans to develop their reserves is a win-win in most ways, and if we can assist them with that, we should.