Whenever I fly to the USA from Europe or from Canada I have to pass customs and immigration in the foreign airport before boarding for the USA. But when I fly to the USA from MEX I pass customs and immigration at the USA airport after arriving.

The difference is consistent across various airports in Europe, Canada, Mexico, and Houston, Denver, SLC, Dallas, LAX, SEA, and JFK. Does the USA keep border stations open in all those airports just to service Mexico traffic? I don't understand why the difference.