Nothing wrong with crawdads for sure. The only thing that I'd be concerned with is all the run off waters on Mexican side as they don't have any regs when it comes pesticides and other crap coming from the crop fields along the Rio Grande. Just saying.
Them folks probably are more worried about what they bring home on their clothes after working in the field than what's in the crawdads. There, at least, it's been diluted a bit.
Geno