It is clearly stated -
CRIMINAL PENALTIES: While in a foreign country, an individual is subject to that country’s laws and regulations, which can differ significantly from those in the United States. and may not afford the protections available to the individual under U.S. law.
The Department of State warns all U.S. citizens against taking any type of firearm or ammunition into Mexico. The Mexican government strictly enforces laws restricting the entry of firearms and ammunition along all land borders.
I do feel for the former Marine; however, he should have done his homework better when entering an unsafe country.