VW did have problems with their quality here in the 90's and early 00's. It was a VW problem not a Mexico problem. They have since improved their quality a lot. All Jettas & Beetles are built here for worldwide consumption.
Itīs not as if VW is the only manufacturer operating out of Mexico. As has been mentioned, Ford (Fusion & the equivalent Lincoln), GM (Cadillac SUV's), Nissan (Versa), Fiat/Chrysler (500C previously PT Cruiser, Neon, etc), Honda, etc all build cars here.
Many Mexican plants (not that particular VW one) have won worldwide quality awards beating plants elsewhere (including the U.S.).
Itīs up to BMW to do a quality job here. They already do with their armored vehicles.
Most of the cars you mention being built in Mexico are low-end models or the lower end of American luxury vehicles that cannot compete with better vehicles in their class except on price. PT Cruiser? Versa? Definitely built to a price. Lincoln's Fusion and the Cadillac SRX are fair to middling offerings.
Note that BMW is talking about building their new FWD models in Mexico and probably volume entry-level 3-series like the Munich plant now builds. As for the armored vehicles, this is a custom application that is most likely built in a low-volume setting using skilled craftsmen vs. the average assembly plant.
I don't doubt your claim that Mexico is an up-and-coming automotive manufacturing country, but I suggest that for many the made-in-Mexico label will carry a stigma for now. I remember when "made in Japan" meant cheap, shoddy goods, even after that country embraced statistical process control and were building high quality goods. There may just be a lag between perception and reality.
'11 BMW 335i (Alpine White) M-Sport, Premium, Heated Seats, HK, Ipod adaptor, dealer-installed PPK - Euro Delivery 5/11/2011
'05 Lotus Elise (Arctic Silver) Sport, HT, Stage II, Odyssey PC925
'87 Nissan Pickup (Burgandy) King Cab, 80k miles
'13 Audi A3 TDI (Ibis White) Cold Weather Package, Bluetooth - Wife's car - Delivery 9/12