The northern prison where authorities suddenly transferred convicted drug lord Joaquín “El Chapo” Guzmán is rated as the worst in Mexico’s federal penitentiary system for inmate conditions and other factors, according to the government’s own reporting. The Cefereso No. 9 facility on the outskirts of Ciudad Juárez, which borders El Paso, Texas, did score well on “conditions of governability,” perhaps an indication that authorities believe they can control Guzmán’s environment there and limit the risk of him pulling off a third brazen jailbreak. But Michael Vigil, the former head of international operations for the U.S. Drug Enforcement Administration, questioned the...