You might want to check a topographic map of Mexico and exactly where Mexico City is located before being so dismissive. It's in an elevated plain (more than 2km elevation), surrounded by mountains in the middle of the country, ~300km from the closest sea. Also, it's a seismically active place, with active volcanoes, and with highly unstable ground that is sinking.

While desalination is unquestionably a good solution to combat the overconsmption of water in many places, aqueducts from desaliatnion plants on the sea coast to Mexico City would be extremely expensive. And you'll have to figure out what to do with the salt brine.