I've lived in Mexico for 20 years. I've been extorted once by police and indeed it's not a pleasant experience.

Having said that, usually I have no issue with police there. Police in the US consistently scares the living shit out of me with their attitude, the way they act, talk, walk... You can see they all feel like the trigger happy gunslinging Sherif in town. Police in Mexico is approachable, have done that countless times. I can't say the same for US police