Dunno how relevant this is, but I flew ATL-MEX 5 times in First last year on DL, and I have to say that the service on those flights was so good I would choose DL over Aeromexico without question. Not that Aeromexico is probably not good, but the service on DL was just outstanding.

Also, DL at Terminal 2 is really nice. I think your Aeromexico flight would probably go into there too. You definitely want to be in T2 with kids. T1 is a riot compared to T2, which looks like a big casino or museum. Really nice, lots of room, very safe.

Anyway, clearing at MEX is quite easy.