I dont know why you have a hard time believing this story. We act so limp wristed on the border it is ridiculous. I was told by another agent that at his last station the mexican military frequently crossed and the border patrols response was to leave the area.
Several years back we had national guard in our AOR working observation stations on new years eve. Across the border they were firing guns in the air at midnight, after hearing the gun shots the U.S. military responded by leaving the area.
Border Patrol and military on the border are both told DO NOT HAVE AN INTERNATIONAL INCIDENT and it has been that way for decades. BP has actually detained Mexican military in US more than once and they are immediately returned to Mexico. Mexico has zero respect for the US...zero.