Most militaries are constitutionally limited from participating in Civil operations, especially law enforement. That, and the Mexican army has been busy supresseing insurections in the south, correct me if I'm wrong there, which probly keeps it too busy to really be aple to worry about a border problem.
About the tank thing, several armies don't feature tracked armoured vehicles. Canada is faseing them out, as their being replaced with LAV TUA's and 105mm MGS systems.