Or—and this is a conspiracy theory—El Chapo didn't really escape. He was moved in the dead of night to another location by the government and the whole jail break is theater. Some of the Mexican authorities may have worried El Chapo might implicate some powerful officials if he stood trial in the U.S.
There are plenty of alternative theories. But the fact on the table is that this Mexican Jerk Drug Dealer has threatened the life of the front runner in a presidential race. Heady times.