Why is Mexico's Government so bad?

I'm not sure America has the moral authority to ask that question ,when half it's own  citizens thought it acceptable for their Capitol building to be stormed ,and their  legislators threatened ,in order to change the outcome of an election .

Mexico didn't lose control: it never actually had it.  This is a long story but in short, the central government of Mexico has always been weak and isolated.

Geography has played a large part.  If you look at where Mexico City is, it's physically hard to connect it with the other parts of the country.

The parts they lost to the US, were really Mexican in name only.  The Mexican government was unable to provide services or protection to the people living there.

This same situation is still there.  Mexico is extremely poorly connected, disjointed and lacks a central authority capable of acting in an effective manner much distance from the capitol.

There's a lot of other factors but that's a good launching point.