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The border crossing card allows its bearer to enter the US without a passport and without an I-94 under certain circumstances. Mexicans with a passport and visa (or BCC) can also be admitted without an I-94 in certain circumstances. The circumstances required include entering either at a land border crossing in Arizona or being admitted to the state of Mexico. This therefore does not apply to flights arriving in Las Vegas.
She never needed to fill out the I-94 form because recently apparently, the Mexicans do not need to fill this card if they go by land.
If they are staying longer than 72 hours or 30 days, depending on the circumstances of their entry, they need an I-94.
I check on the website forms I-94 and actually I find all entries in the US but by cons at no time it is mentioned the departures of the United States. Do you think this can be a problem or is it normal for Mexicans the controls are different?
This is probably not going to be a problem. If it were, it should have come up before.
Anyway, she will have to fill out an I-94 form on the plane since she arrives in Las Vegas by air?
No, paper I-94 forms for arriving air travelers were eliminated a few years ago. Her I-94 record will be created electronically using data collected from the airline and/or from her passport when she presents it to the immigration officer.