There are a lot of advantages for a poor country like Mexico to have the richest nation in the world as a neighbor. However, when that neighbor has a 100 billion plus per year illicit drug problem (135b by the latest estimate) and is also world’s largest firearm supplier in the world, the disadvantages start to outweigh the advantages.
The cartels would not be anywhere near as powerful as they are now without the US' appetite for illegal drugs and the ease of obtaining firearms from the US.