First at all 95% of the deserters don't take their guns with them
You know this how?
What, you think the way underpaid guy taking off to go work for a drug cartel is going to make sure to sign his rifle back into the quartermaster's supply room on the way out the door?
He probably asks them to forward his mail too.
, secondly, most of the confiscated "rifles" are AK47, M16 and R15 no FALs or GALs, Mexico City is very safe to fly over, so don't worry nobody will shoot at you 
.
I'm sure it is safe, but I wonder where people think M16s (and the explosives, anti armor weaponry, and other decidedly military in nature materials they're using that certainly aren't available at Joe's Gun Shop) are coming from if not from deserters from the army. Corruption of that sort is, along with our ridiculous drug prohibitionist policies here in the US, the fuel for the virtual civil war going on south of the border.
ETA: why take them with you when you can just go
"shopping" and steal them as you need them?