Well, I did say "could be". However, for the sake of argument, maybe its easier to ship via Trini as the borders are so weak and the drug gangs can act without fear of being caught?
With regards to the Caribbean market being worth chicken feed compared to the US, why is McDonalds bothering with Trini when they could open another restaurant in USA? The answer is because a local franchisee believes the market is good enough to make him rich. Same could be said of drugs. Maybe TT$20 million is chickenfeed to a Mexican drug lord, but to a Trini dealer its a fortune. So he sources a small supplier who needs to move more coke to get a better margin from his supplier. He doesn't care if the buyer is from Mexico City or Trinidad as the buyer pays then arranges shipment. And, like McDonalds, if there is already an established client base, its a great target for the Mexicans as all they need to do is cut the price and up the quality.
A Mexican travelling to Europe may arouse more suspicion than a Trini, and anyway, why travel yourself when you can send a Trini? It also adds another layer of protection if he is caught.
I'm just guessing all this, I have no knowledge of how the drug trade works, but this seems plausible.