If the Mexican government feels it must pay to arm an army, then it is equally responsible for controlling it. If there is corruption in the army as you suggest, then that must be rooted out by the Mexican government.
Just like your failure to control your dog leaves you responsible for the results, the failure of a government to control it's armed forces leaves it open to the results of its inattention to the situation. In other words, the Mexican government is responsible for the actions of those it commissions to lead its military. It is not up to the victim to figure out if the army representing a country is acting on orders from the chain of command, the victim can assume that the chain of command is being followed and respond accordingly.