Cats are required to have a rabies vaccine in the US.
You are very lucky that they did not do their job to the letter of the law.
In the US, technically, even crossing a state border line requires a health certificate.
The Health Certificate includes the vet verifying that the rabies certificate is up to date.
You might learn that the hard way if you ever try to board a flight with the cat and not have the proper documentation.
Personally, I would get the vaccine done while in Mexico. If you get stopped coming back into the US you could always say that you lost the paperwork and so had to get him vaccinated in Mexico.