Just a minor nitpick because I doubt this actually applies in Mexico and almost definitely doesn't to the OP, but if your marriage would not be legal where you live, then it's not valid for immigration purposes. There are some cases where marriages that are legal in other countries are not valid in the US (most notably multiple spouses are legal in some countries, first cousin marriages are not legal in all states but are in some countries, and minimum age for a legal marriage varies).
FWIW, I'd still saying doing a K-1 was absolutely the right thing for us in 2018. Anastasia couldn't easily get a US tourist visa so we couldn't marry in the US, getting married in Russia takes a lot of time in-country (like over a month) or multiple visits in a short time (neither of which were practical for me), getting married in a third country would have meant choosing a meet-up location expressly for being somewhere two foreigners could marry quickly and easily (which in fact isn't true of a lot of major tourist destinations in Europe -- in quite a lot of European 'destination weddings' the couple actually legally marries beforehand in the US) which meant we wouldn't be able to start the process for another 3 months or so at minimum after when we did, at the time K-1s were taking about half as long as CR-1s from petition to POE, we wanted to have a kid soon so working immediately wasn't a huge issue, our local field office was pretty fast for AOS on average at the time, and Utah zoom weddings weren't a thing in 2018. But generally the CR-1/IR-1 path is better, especially now.