It's a possibility. It seems certain nationalities get targeted - Pakistanis, Indians, central Americans, even Mexicans. The Pakistani PRs that were detained (to my knowledge) were all released back into Mexico City, not deported.
I did make a point of noting that even people with papers got picked up, because I wanted all my haters to know that even if you have papers, they are no guarantee. However, I don't think that situation is very likely for many people.
Whatever you decide to do with the bureaucracy, I do recommend staying at least for a few months in Mexico and exploring.
Thanks for the encouragement! I'm in Mexico 4-5 weeks per year and hoping to make it a more permanent thing. I love the culture and the relative freedom. Were you fluent in Spanish before moving?
My Spanish was around 60% at that stage. Enough to keep learning without classes or anything. How is your Spanish?
I'm about 25% now. Maybe goes to 30% after a week in CDMX. Between my broken Spanish, prevalence of English in major cities and technology I'm comfortable in my communication. I do, however, want to become fully conversational.