Black people are very rare in the capital city (not so much in Guerrero or Veracruz, where afro-descendants are as abundant as güeros, even though still suffering from discrimination), add to that that people's worlds are kinda constricted due to the lack of proper education and financial tightness, what you get is what you have experienced. Not an excuse, just saying where things come from.
I'm mexican, my spanish is native, my parents are mexican, my grandparents were mexican, etc, etc. yet I'm kinda whitish so from time to time when I'm taking a stroll minding my own business, I still feel people staring or hear the occasional peddler shouting at me trying to be funny (they aren't) "¡hey güerito, aceptamos dolares!"... after more than 3 decades I still find it annoying (and rather saddening), but there isn't much I can do about it, so I just shrug it off.
Now, girls have it way worse no matter their skin colour; my general advice to my female family members is to wear the plainest hair stile they can and revealing/tight outfits are a no, no if they are not feeling like being whistled at. This is just because males can be quite rude, it is by no means women fault, you should be able to wear whatever you feel like without a worry about being stared at or even approached by dickheads; sadly, the level of education is still very basic for a big segment of this country's population; I wish for a day when we will be as respectful as Europeans, but in the meantime...
In fact, when I was in college I used to wear very long hair, almost to the waist, plus I was tall and slender, so a few times when walking to the bus stop, idiots whistled at me shouting piropos (a kind of rude compliment), their expressions when I turned my beardy male face to look at them was priceless. Assholes...
About security when women are travelling in Mexico, they should never stray away one bit from touristic spots alone, not even in pairs when both are female, period. If night amusement, only authorized businesses + Uber straight from and to their hotel, period.