The main difference is that USA is not threatening and breaching Mexico’s security on daily basis? You don’t here from senate the talks that Mexico belongs to USA? Well that’s precisely what is happening when it comes to Russia and other post-Soviet nations. It almost doesn’t see them as sovereign countries, how can you feel safe living in such environment? Many countries only managed to get independent some 30 years ago. That’s a mountain of difference from Mexico randomly teaming up with Putin. Context.
I would honestly go one step further than that: the Russian government does not even see nor want to treat other ethno-linguistic groups from former Soviet nations as equals capable of choosing their own destiny. You can trace that trend as far back as in the old Romanov Empire, in which Russian nobility treated other ethnic/lingistic/religious groups (Ukrainians, Georgians, Jews, Tatars, etc.) like shit. Then nobility made way to Russian communist leaders and then to Putin/Russian oligarchs, but the same sentiment remained. Where the Russian government wants to stand towards other former Soviet nations is to be a master above servants again rather than as equals.
If Britain did not come up with the London Deacaration in 1949 to declare all members of the Commontealth of Nations as free and equal, a majority of former British colonies would have told the UK to piss off by now. This is perhaps my best comparison between alternative history timelines and what happens in real life between Russia and many of its neighbors at the moment.