MLN
Got my answer from a reference book I own 'The Complete Book of the World Cup' by an author called Cris Freddi
Quote from book "Mexico had travelled 4,000 miles to play a single match and not even in the competition proper"
Maybe the originator of your question took his info from this book?
Excerpt from wikipedia page on 1934 WC qualifying:
'The match to decide whether USA or Mexico would qualify was played in Italy only three days before the start of the final tournament, as the USA team submitted their entry too late. Thus, the match was played on Italian ground, so that the winner would effectively stay for the tournament (the teams travelled by ship at that time, and travelling from America to Europe took around 15 days).'