Misunderstood I thought they meant they were travelling through Mexico. I find if every surprising that the transit visa would have been approved. Normally transit trough Canada from India (or perhaps OP is living in the UAE) to a country like Mexico, Latin America or some Caribbean is a red flag. There are also many cheaper and closer vacation destinations if one is in the Middle East or Asia.
OP is traveling from Dubai to Mexico City. DXB is the airport code for Dubai.