They are able to kill with relative impunity in Mexico because the Govt isnt big enough or strong enough to stop them. If they killed an American politician, regardless of which side they are on, it would draw the focus of the US law enforcement agencies. This would cause them some very serious issues.

They have been careful to keep the violence south of the border and I think they are cognizant of the fact that killing south of the Rio Grande brings profit, killing north of the Rio Grande can bring ruin.