Good News and Bad News
Good News: You are aware that there could be an issue
Bad News: My wife and I planned a destination wedding in Mexico this past October. Several folks booked through Expedia, and some through Apple One. I'm not sure if it is endemic to the US-Mexico City Connections, but there were several issues AND many folks ended up getting to Mexico City, only to mis the connection into ZIH, and as a result were on the hook to buy new tickets to get them the rest of the way.
Please note, these are mostly connects from HP, CO and DL to Mexicanna or Aero Mexico.
The same thing occured on one couple's return flight. So, if you connections are tight, I would bring it up with Expedia now, and figure out what the game plan is, because I'm pretty sure that an out of pocket last minute ticket on AF from CDG to EWR is pretty steep.
So for what it is worth, I've seen it happen and I have seen the result. Again not sure if it is specific to MEX, but Expedia handled it the same way for everyone . . . they didn't and now everyone has to fight for reimbursement after the fact from Expedia.