As a partner of Mexican.VC (http://mexican.vc), a (pre)seed fund that invests in Mexican online startups, I can assure that the your vision of how Mexico works is quite incomplete. There's well enough funding in Mexico for early stage companies. You can find angels (Angel Ventures Mexico, Mex.VC), seed funds (Mexican.VC, Wayra, StartupFactory), early stage VCs (Alta Ventures, Ignia, Fondo Emprendedor CONACYT-NAFIN) and public grants (Prosoftware, Fondo PYME, AVANCE).

I'm not saying Chile is not a great country (I love Chileans), but IMHO your reasons to leave Mexico are fundamentally flawed.