Upvote:2
If they fly to the USA they will need visas, irregardless of the final destination. You might look into a C1 visa aka Transit Visa, but not sure if a light rail / bus ticket count as common carrier bookings for their exit requirements. You could also look into a B1/B2 tourist visa.
But in both cases, it sounds like you maybe thinking about one way tickets and that to US Immigration sounds like intent to move here (even with your claim to go to Mexico).
You might find things easier to find a ticket direct to Mexico. While the ticket itself might cost more, when you factor out visa fees & costs, plus time & hassle, the higher priced ticket might "cost" you less.
I assume you have already explored the Mexico visa scenario for your future family?