It is a personal thing. My wife and I wouldn't live in Mexico even though it is much easier for us. My wife is a Mexican citizen and is more opposed to living in Mexico than I am. I am fluent in Spanish, lived and worked in Mexico, and owned a business there. Our son played pro baseball in Mexico. Having said all that, we decided not to retire there. I have been retired for 10 years.
We have a lot of family in Mexico and vacation there a lot. We are very familiar with many localities in Mexico including Mazatlan, Puerto Vallarta, Nuevo Vallarta, Vera Cruz, La Paz, Cancun, Riviera Maya, Ensenada, etc. We lived in Culiacan which is the state capital of Sinaloa where Mazatlan is located.
There were many factors that we considered for a retirement location. We did a lot of research weighing our priorities and we picked where we live now in California. We also lived in California before moving were we are now 13 years ago. We love it here.
The whole point is you have to decide what is right for you. I strongly suggest that you spend at least a few months in a non-vacation mode before making a move.