You need to edit CIV4CivilizationInfos.xml so the civ actually has the flavor you are uploading units for.
Unless there is some other magical way of making sure the Mexico civ is using the Mexican art style that was created.
Okay... you're asking for help, you can't get it to work, and I'm telling you how it's done...
Then you tell me I'm wrong.
Okay whatever... guess the couple-hundred custom flavor units I have in my mod, working just fine, I did all wrong...
Guess I should have modified the CIV4CivilizationInfos.xml all along... funny... I never modified it ONCE for any of my flavor units and all my flavor units worked just fine.
You're confusing flavor units with Unique Units... you only modify the CIV4CivilizationInfos.xml for UU, NOT FOR FLAVOR UNITS.
If you want to do FLAVOR UNITS, you ONLY modify TWO files... NOT THREE. You create an entry in the Civ4artdefines_unit.xml, and then referance that entry in the CIV4UnitArtStyleTypeInfos.xml... nothing more... but I guess you can keep referencing them in the CIV4CivilizationInfos.xml, since you're having such success with that!
But whatever... do what you want... I tried to help and you're telling me I'm wrong.
Oh... and I speak of the UNIT ITSELF... I know you can change Germany from "European" to "German", but I'm talking about adding the flavor unit... and the UNIT does NOT get changed in the CIV4CivilizationInfos.xml. I'm only talking about adding flavor units, and you can do that without ever touching the CIV4CivilizationInfos.xml... you can use that file to narrow a flavor down (from European to German), but it's still not unit-specific.
If you narrowed the cateogry itself down (from European to German), the only thing I would do is copy the European Entry in CIV4UnitArtStyleTypeInfos.xml and rename it from "European" to "German"...
Still, when adding flavor units themselves, you're only modifying TWO files, not three.