The FARC picked up the cocaine business when the cartels were destroyed. It wouldn't be a jumping back and forth because when the Medellín and Cali cartels were still active the FARC wasn't really involved in the cocaine business. This only started after the cartels disappeared and left a power vacuum behind (by the way, the timeline of the story is already completely messed up. The gap between S1E4 and S1E5 should be ~4 years but they tell it like it's the next day)

In my opinion it makes more sense from both a storytelling and a logistical perspective to tell more of the Colombian story rather than start with the Mexican story. First of all if they shift the focus to Mexico they have to start from scratch with introducing both actors, places and the history of the country whereas the Colombian story could just be continued from where it picked up. The logistical part would have to do with not having to get permits to film in Mexico etc. They already have this in Colombia so it'd be easier to continue doing it there.

I wouldn't be bummed out if they started about Mexico when they're done with the Cali Cartel but imo it'd make more sense if they just continue telling the Colombian story.