IIRC, they have shot across the border before, but not crossed over by air. Am I wrong on this?
Not only shot across the border, but crossed the border and shot at Agents.
The mex army is on contract with the cartels to escort drug smugglers into the US. If intercepted they put themselves between the smuggler and the Border Patrol Agents and retreat back into mex to try again later. . .and never losing the drug load.
Before mex army was hired, the drug smugglers would drop their load and run if intercepted, thereby losing the entire shipment. Not anymore, cheaper to hire the mex army and pay them than to lose an entire shipment. . .
There have been literally hundreds of times in the past few years where the mex army came into the US and was caught. How many times did they come in undetected? Who knows.
I think you're right...at least, we haven't had any reports of air incursions. And I haven't heard anything locally. (I live about 15 miles from the AZ/Mexico border)
OTOH, there have been scads of land incursions west of me on the Tohono O'odham reservation by cartel members protecting their trade routes. That area stretches ~100 miles from the border to Interstate 8 near Casa Grande and is very much like Afghanistan in terms of terrain and climate. And some folks would also say people...