It’s the boring stuff like life expectancy, wealth, jobs, and safety where Canada makes up for it.
It's funny, I've considered a bunch of those things as part of my decision making process and I'm not going to argue data with anecdote, but I can only give my opinion on a few of those things as a "fwiw"
Life Expectancy: It's a weird stat that doesn't say what we think it says tbh. Life expentency for a man in Mexico is about 74 yrs old, in Canada that's at 80.6. It's more or a metric on childhood mortality and the habits of young people than anything else. Mexico has like 4x the risk of infant mortality than Canada has (good quality socialized healthcare ftw) and if you're a young man who has decided to take up crime as a vocation in Mexico, you're unlikely to see 35. Once you correct for that and some wealth (affordability of high quality health care, which is relatively cheap in Mexico but isn't socialized), life expectancy normalizes a bunch and is more or less equal. As a 40+ year old man who isn't in the cocaine trade (yet?) and can afford top tier health care there, I'm not worried about this for the most part.
Wealth/Jobs/All things economic: Huge benefit in bringing Canadian earned wealth down there, 2-3x the purchasing power you get here. Even in the most expensive tourist spots in the country you're looking at real estate that is half the price of similar real estate in GTA and region commuter communities. I get that I'm in a bit of a niche position though at my age. Not an extreme outlier, but still.
Safety: Well yeah, here's the one. If you're making the wrong life decision for you, you're going to realize it when you start reading the "abduction" clauses in the life insurance policy documents. A very real issue that precipitates looking differently at some shit we take for granted in our little frozen haven. But, I grew up in one of our worst areas from that standpoint so I've always looked at personal safety a bit different than most Canadians and probably have different habits than most of y'all when I'm in public. I have a few additional mexico rules and habits that I don't break and it doesn't bother me much. The fuck do I want to drive through country highways at night time for anyway?