"Their rules.." That's hardly an explanation. Indeed it begs the question why a country suffering over 29,000 drug-related murders a year can find law-enforcement resources for a focused screw-around of one professional group.
Perhaps if you were Mexican you would be privileged enough to question and influence the policy of the Mexican government. Since you are not you have no case to criticise their priorities.
I too have been through this procedure in Cancun. It is frustrating but neither I nor my crew found it humiliating, but then we didn't consider ourselves as anything special.