You can drive into Mexico, but all of the US border cities are extremely dangerous. Then getting back out is another problem.
There are safe cities in Mexico such as Merida and others but it's false that you can simply live there without a visa. Also Mexican sentiment is quite negative towards the US now for many reasons especially entitlement.
Thailand has some reasonable financial requirements for a long term visa. It's nearly crime free anywhere. And it's quite cheaper than Mexico which is no longer the cheap place it once was, especially if you want to stay alive.
Half the shops selling pizza don't even have a pizza oven. The rest use some kind of ketchup chili paste and pretend it's tomato sauce. The "sausage" is nothing but hot dogs. Some lay on a lot of cheese but usually not real mozzarella
I agree motorbikes can be dangerous, but typically it's due to reckless driving. The notion of driving vast distances instead of using transit is a western one. I'll pass.
Regarding the car debate, think twice. If you get into a slight accident, youre at a huge disadvantage with a foreign legal and insurance system where you don't, I assume, speak the language.
Imho, it's a big risk with little reward to own a car in Thailand.
It's a place where you either use public transit, or ride a motorbike for short distances. It's not like Europe or the US where you drive your own enormous vehicle all over the continent.