Mexico City has a Camorra presence, at least 3 of their clans operate there. The region that has the highest presence and four Italian crime groups is Veracruz. Stefano murder could be related to Veracruz as that seems to be where most of the tensions are coming from. There is also a drug war going on right now in Veracruz, so I would not be surprised if Stefano was just someone in the way.

"I have this Nightmare. I'm on 5th avenue watching the St. Patrick's Day parade and I have a coronary and nine thousand cops march happily over my body." Chief Sidney Green