It's not an ideal situation, but since the Mexican government refuses to do its job and protect their people and uphold the law what choice do they have?
Right now these people are just doing whatever they can to survive but it's just treating the symptom. The source of the problem is the Mexican government who is either incompetent or happy to take bribes to look the other way while their citizens are left the mercy of paramilitary gangs.
What can the government do at this point? We are talking about criminal syndicates with basically standing armies. If the Mexican government goes to all out war it will lead to a humanitarian disaster.