The launch site is 20 feet from the border. (hyperbole, but they are pretty much on the edge. You can walk there.)

The FAA directions explicitly tell them they're bound, obligated to seek clearances from Mexico to do work which impacts Mexicans. I read the doc:

  The VLA is approximately 2.2 miles north of the U.S./Mexico border and the LLCC is approximately 1.3 miles north of the U.S./Mexico border. ... SpaceX would coordinate with the Secretariat of Communications and Transportation–Mexico if any airspace, land, or water access restrictions in Mexico were required.