It comes up all the time but it's been proven through stats like warranty repairs etc that the German made cars tend to have more issues than those made in South Africa, USA or (presumably) Mexico.
The Australian market sourced the E46 from South Africa midway through the production run after originally sourcing from Germany and the warranty issue rate actually went down noticeably once they made the switch.
All I'm saying is, trust the BMW process will be consistent no matter where the car is made and trust that the good people at the Mexican factory will be proudly building your car
.