I think this only applies if you have online banking .I was in Bangkok bank to get a new passbook recently and the clerk never asked about my phone number .But I don't use online banking .
Farang retirees are tolerated ,not welcomed, in Thailand .That's OK with me .You chose to come here .If you are unhappy you know what you should do. I know some grumpy old buggers who are always complaining about life in Thailand ,but they would complain wherever they lived 😊
If you can drive there ,you must be American ,so retiring in Mexico must be convenient ..Probably less jumping through hoops than in Thailand .No ninety day reports and TM30s for example .