I think that they were awaiting paperwork from the Mexican govt, and then it will go to customs. Not that they are awaiting Mexican customs or anything. JMO.
Did you ever order 50,000 pairs of shoes? I would imagine the process may be different for corporations and very large shipments such as this one.
Also, I read online that "exit customs" are common for countries other than the US and Canada. Not sure if this includes Mexico. If somebody else can confirm, that would be helpful.
Yes you are correct, customs in the destination country are responsible for regulating what flows into the destination country, this is as you say, without exception.