The air really isn't that bad in LA most days, its improved substantially in recent decades but the meme of LA smog takes longer to die I guess. The geography of the place sometimes forms an inversion layer however, and on those days air quality is worse. Right now in particular, the air is almost perfect (1). It's still a farcry from living near a lot of industrialized agriculture in terms of aqi, or out in the great plains where you have ag then also west coast wildfire smoke tends to blow up and over the rockies and settle down. I can't speak for mexico city but I know they also have a similar inversion layer effect.
https://map.purpleair.com/1/mAQI/a10/p604800/cC0#10.12/34.06...