It's a stupid thing to say unless he is more specific. I could understand if he said "The Mexican government is much smarter than our leaders on the issue of immigration". That could be considered true. But the idea that Mexican leaders, in general, are smart is idiotic. They are a quasi socialist crap-hole of a country and have been for decades. Mexico's leaders are most certainly not smart.
Saying "the mexican government is smarter" during a conversation on illegal immigration, isn't the same thing ?