When did Chris or Jonny said that they were going to Mexico and film the live DVD there? I have most 2005/06 interviews and I have never heard them say that.. I know they have said that they'd like to tour there again, but when did they give a definite yes? Either way, it's not all up to the boys to decide where they tour. It's mostly up to the label.
I can understand your frustration (because I would be too) but I don't see how a band is disloyal because they didn't tour South America. They can't go everywhere. America, Canana, All over Europe, Australia, Asia... if that's not a world tour, I don't know what is.