Because like the president of the US, the president of Mexico isn't a guy with a wizard robe who can just change the world at will.
The quality of life American suburbia is used to comes from a number of things, such as political stability, good jobs and a developed infrastructure. Mexico has political stability for the most part, but there is still a lot of corruption, and of course the drug mafia. The drug mafia is powerful because they are selling a lot of their drugs to American consumers, which is outside of the power of the president of Mexico. Corruption is something the president of Mexico can't fight alone, he is dependent on the help of people who are often corrupt themselves.
As for the jobs, many Mexicans don't have good jobs because the companies that provide these jobs often don't open businesses in Mexico. The president of Mexico can offer such companies to settle down in Mexico in return for benefits such as tax cuts and lower wages paid to employees. The downside of this is that the jobs of multinational corporations go to Mexico then, and not to America; Americans get angry and try to drive these companies out of business by not buying their products anymore, thus making the Mexicans lose their jobs. The president of Mexico can't do anything about this.
These things are very complex, and to solve these problems, you need countries to cooperate with each other instead of them accusing and blaming each other for their own problems.