I don't think that CDMX is considered a hotbed of cartel activity?
Same goes for the touristy areas like Cabo and Cancun - the cartels own them all and that's a legitimate source of real, clean income (and dollars) for the cartels, and the last thing they want to do is mess with that. The cartels have a vested interest in keeping the resort towns running as smoothly and crime-free as possible.