According to the LA Times, "Since 2012 1,480 Americans have been released from ICE custody following an investigation of their citizenship claims." Ie, they were US citizens. So 210 a year, and most of those were naturalized, or the children of two illegal immigrants. Meanwhile the murder rate in Mexico is 2,746 in the last month. So, how is it rational to deprive the children of contact with their father, take them to a country where they know no one, and don't speak the language where their chances of getting murdered are an order of magnitude higher than the very remote chance of being detained by ICE?

She wants custody of the children and is keeping them hoping OP does nothing.