As I previously wrote, Mexicans are Catholic but in a truly Mexican way. This is readily apparent when a parishioner attends a Catholic mass in Mexico, or in many parts of the Southwest United States and then attends a service in Europe or the northern United States. Mexican Catholicism focuses on mysticism often revolving around the power of saints. To be sure, saints are an important component of the Catholic faith but in Mexico the saints often raise to the level of God in practice.
Historically, this is a product of the continued fight between our cultural revolt against the Spanish invasion of Mexico and our cultural evolution of it. As Mexicans we still practice many pagan rituals in our daily lives but we have integrated them into our culture and for the Catholics into the Catholic faith. Curanderismo is very much a part of the Mexican psyche and when viewed with a critical eye it is understood for what it is, a pagan health ritual. Looking past the Catholic façade it is easy to see that praying to a saint is just substituting a saint for an Aztec god from our past.
The Spanish may have subjugated that indigenous populations but it did not destroy the spirit of what it is to be a mestizo. As Mexicans we continue to fight our inner demons through the smoke-and-mirrors that our culture has evolved into but deep within ourselves we are a mixture of Indian and Spanish that is best described as being mestizo.
Once this is understood then it becomes apparent why worshiping Santa Muerte is not as alien as it seems, even though it is assumed that Mexico is predominantly a Catholic nation.
Under this context, it makes sense that religion would be central to the indoctrination of sicarios into the service of the drug dealers. Killing does not come easy to most people, especially Mexicans. Spiritually we delve too deeply on what the afterlife will be as evidenced by El Dia de los Muertos. It is part of our Mexican psyche.