>  Imagine Russia decided to form a military alliance with Mexico with the expected intention of deploying weapons on the Mexican border.

It would be a very foolish idea, because it's no longer the Napoleonic era. Concentrating your forces close to adversary's border makes them easy targets for destruction by long-range artillery and airstrikes. The Finnish chief of defence forces recently made the same remark when the Russians moved their weapons closer to Finland for intimidation: "It only makes them easier for us to destroy."

  > In fact this is, more or less, what the Cuban Missile Crisis was

Not at all. The Cuban missile crisis was only about nuclear missiles. The USSR continued to provide a large number of conventional weapons to Cuba, including submarines and fighter jets, until it collapsed in 1991, without any of your invasion fantasies coming true.

See this photo: https://www.jetphotos.com/photo/11312641

It is a Soviet-built MIG-23 fighter jet carrying Cuban insignia. MIG-23 first flew 5 years after the missile crisis and the first batch was delivered to Cuba in 1978.