Mexico is of course a sovereign country and no American laws apply. TSA's silly rules only carry weight because theoretically we would turn back planes if they did not submit to US Government wishes. The Mexican security officer was correct to blame the TSA because Mexican law has no anti-terror baggie rule or anti bottled water rule. They only apply this rule at airports with many flight bound for the US because we force them to. As such what you experience is not Mexican law or rules, it is an interpretation by a foreign security service of what the think the US expects on flights bound for the US. Who knows what the TSA wants, so they give it their best guess.

For reference, Mexican law clearly defines what the Mexican government does not allow on aircraft not bound for the US. It is on-line here. http://www.aeropuertosgap.com.mx/......eguridad/4.PDF Scroll down and they have pictures and English descriptions. Notice, no Mexican ban on non-volatile liquids and no anti-terror baggies. They only do that on US bound flight to appease the TSA.

They do however ban pointy nail clippers and such whereas TSA relented on that ban some years back. This is another common point of contention with US passengers who foolishly think Mexico is bound by TSA rules.