I tried to, but it was in a heavily built up area, and neither the highlight script nor the new Extended Tools have a way to highlight based on country.
I clicked around for several minutes, but couldn't find any nearby segments with Mexico as the country.
It may have been removed already, but all it takes is one segment to make it to the tiles, and it'll continue to be an option on nearby segments. It has to be removed and stay that way across the whole area for a full cycle before it won't be an option.
Having done quite a bit of smudge hunting recently, I've found more oddball states and countries in California (specifically within 50 miles of L.A.) than anywhere else I've looked.
(For some reason, Gemany pops up in Louisiana once in a while also.)
Have you cleared out Portola Valley yet? I specifically ignored that one since it's such a huge project and I don't have much time to dedicate to it.