On a sphere both interpretations are correct. ;)

But.. that’s not true. The US is one mile north of Mexico. That doesn’t mean Mexico is one mile north of the US.

Yet if you head that direction and keep going straight, eventually you’ll get to Mexico.

I didn’t say otherwise. The game doesn’t just give you an arrow. It also gives you a distance.

Play the game and you'll see how it doesn't work that way based on the information given.

There's an infinite number of straight lines that eventually lead to Mexico from any starting point, but (if I'm thinking straight) there's only a finite number of ways to not get to Mexico from a specific staring point.

What direction and how far away the country is.