Outside of embassies, the US wouldn't have a place to set up government facilities in someone else's country. Deportees are handed to the receiving country's authorities at most. ICE "camps" (detention facilities) are to process people prior to deporting. Once in another country, they're already deported.
You think a Mexican would see a foreign government institution outside of an embassy and not raise a stink about it? Especially one that may hold citizens captive by a foreign body in their own land? You can't hide something like that. You wouldn't be able to hide the transport either. You'd be able to find it as easily as Guantanamo pops up when you search "us camp in cuba". No such thing when you search "us camp in mexico".