No, the crime level is lower in all 23 US/Mexico border counties. And it's not "not the worst place in the world"; it's better than the both US average and the average of all non-border counties. The problem you are alluding to does not, in the actual FBI data, exist.
So we shouldn't do anything about mass shootings because they don't affect the overall crime stats?
We should address any crime problem if there is a solution, not ignore it because it didn't make a large overall difference and the city is safer than other cities.