It is a question of the treaty that the US and Mexico are signatories to, specifically the provision stating that if a foreign national is arrested in the US (or vice versa), the consul of that nation must be informed. The US specifically pushed for that treaty provision in order to protect US citizens abroad. The US also agreed, under the treay, that any disputes will be settled by the ICJ. Ratified treaties are the Supreme Law of the land, along with the constitution and federal law, under the constitution.