- Just flying into the country had been easy enough. (Not so now, though.)
- Mexican gangs have no good reason to cooperate with terrorists. They are in the money-making business.
- Mexico is not a good place for Islamic terrorists to blend in.
- Too much could go wrong: being exploited by smugglers, being captured by US law enforcement, etc.
Hard to believe from the news coverage, but it is actually MUCH harder to cross the southern border illegally than it used to be. Before 9/11, apprehensions were one million a year. Recently it has been in the low 100,000s. This year there's been a spike that might bring us closer to 500,000. Most of the surge has been in Texas's Rio Grande valley, which didn't used to be that heavy. (The Tuscon area had been the worst.)