aparsuites, you just struck the core of the benefit for the IAH-MAD nonstop: there are transit facilities like this in about every major international airport--- but the key is, the flights into the country and out of the country must be nonstop. If someone wants to fly from Guadalajara to Madrid, they simply cannot use CO if CO does not serve both cities nonstop from a common airport.

FWIW, KLM may be about the only alternative, with nonstops from MEX to AMS-- and Azteca has some connections into MEX from other Mexican cities.