Maybe, but I can give a much more concrete example: Russia has nukes on Europe's doorstep in Kaliningrad which can reach Berlin in a couple of minutes, do you hear anybody in Germany, Europe or NATO whine about "escalation"?

Can you break this down? I don't follow.

TL;DR: Russia has Iskander missiles stationed in their Kaliningrad exclave (former Koenigsberg if Kaliningrad doesn't ring a bell), Iskander missiles can carry nuclear warheads and have a range of 500 km which is just enough to reach Berlin. Now add two and two together. Why would Russia station nuclear capable missiles in the middle of Europe without the nuclear warheads nearby?

I'm very aware of Kaliningrad and it's history.

I don't understand your point. How does it relate to my analogy of a neighbor of America getting armed and trained by a sworn and bellicose enemy of America who states openly that it's goal is American regime change and geopolitical breakup. Under this scenario, I suspect the US would roll into Mexico and end that sooner than later under the Monroe Doctrine due to the real (or perceived) existential threat. At least, I would hope so - Mexico being in a military alliance with China would be not good.

Russia's stated goal (according to Dmitri Medvedev, former president and now "Deputy Chairman of the Security Council of the Russian Federation") is also to "build a united Eurasia from Vladivostok to Lisbon", yet it is very unlikely that any European nation would preemptively invade Kaliningrad over those existential threats.

Also, Mexico entering a military alliance with China is extremely far fetched, how did you even arrive at that idea?