Once in Mexico, they either sell em, strip em, and just ride in style. USA plates are usually carjacked in Mexico. They'll kill you for your car. Getting it into Mexico isn't hard either.
My dad buys vehicles, fixes em up and then sells em for extra income and he's sold a few cars to a guy who takes them to Mexico and sells em for twice as much. I'm sorry about your jeep but honestly, even if California followed in Arizona's foot steps, your jeep would of still been stolen. Mexican, American, or even Mexican-American, a criminal is still a criminal no matter where they're from. Karma, dude. Karma. It'll come back on them.