Probably not. Your warranty is probably backed by the distributor
(Subaru of America, rather than Subaru de México) -- and not by
the manufacturer. US and Mexican laws & commercial codes are
different, and so are the warranty durations and coverages.
Maybe a Soobie de México dealer could sell you an extended
warranty with coverage starting immediately? But don't rely
on web.experts -- call or write Subaru de México and ask.
I'm aware of coverage limitations when a Canadian resident goes to the U.S., buys a Subaru, and brings it back to Canada. In this case, Subaru Canada does not honor the warranty, but the owner can claim back costs paid to a Canadian Subaru dealer for work that otherwise would have been covered.
However, if a Canadian is resident in the U.S., buys a Subaru in the U.S., and then some time later moves back to Canada with the car, Subaru Canada does (should) honor the SOA warranty.
Subaru Canada does honor the SOA warranty for U.S. residents driving temporarily in Canada; and conversely, Canadians driving in the U.S. with a Canada-bought Subaru will find U.S. dealers, through SOA, will (should) honor their Subaru Canada warranties.
(The SOA and SC warranties are the same except the distance component is specified in km by SC, rather than miles.)
I would imagine there's much the same reciprocity with Subaru of Mexico. But you might have to be resident and own your new Subaru in the U.S. for a minimum time before moving to Mexico with the car to ensure the warranty would be honored. Consequently, check the warranty, and if it's not clear, write to SOA for confirmation.
But personally, if you are "thinking about retiring down there", it seems this isn't an immediate action. I'd just sell the car before you move and buy a new one in Mexico. Then you know for sure that it's covered.