I'm from Mexico. mx is still too new to gain recognition here. At this moment .com.mx is overwhelmingly more popular than mx. Most people don't even know that .mx exists. It's going to take several years for mx reach the level of recognition of com.mx or replace it.
I also agree that it makes no sense to register English keywords with this extension, with a few exceptions. People in Mexico will search for "autos" or "coches" not for "cars".