The Mexico storyline was basically straight from the 60s era "Mexico Westerns" that were, themselves, allegorical for US foreign policy and the Vietnam war. Marston's uncertainty about which side is right, and the fact that his actions mostly tend to do more harm than good, and that despite it all he's really just trying to serve his own interests--well, that all should sound familiar enough. I don't know if Rockstar was trying to make a similar statement or just following the spirit of their favorite films, but the game simply follows the tropes regardless.