I think not; it's not somewhere you can conduct a nuclear test without starting a war with Mexico.
However it is interesting to look at the TFR area in Google maps; it looks just like a nuclear test site, but the craters are natural volcanoes.
Mexico isn’t going to start a war with the US. it would last a week at most, and they’d end up glowing even more than if the us ‘downwinded’ them all year.
If Mexico went to war with America they would rely on asymmetric insurgency tactics. They have no shortage of sympathetic people in America, not just Mexican nationals but native born Americans as well. America hasn't dealt with a genuine domestic insurgency situation before.