In the absence of concrete proof that it was Customs who did it, I'm in the same camp for now. How did you establish that they were responsible?
My experience with shipping stuff in and out of the US between Europe, Mexico, Canada, South America, Australia, New Zealand, and Asia has seen packages opened, items turning up with tags saying that they were inspected by whatever responsible authority on their way out of their country of origin, obvious signs of rifling through boxes or other handling, etc. but never anything like this.
By no means am I saying Mexican Customs isn't a possibility, but in 30-odd years of sending and receiving stuff between countries, this is definitely a first.
Late edit: your reply to that question hit while I was watching this one. Frankly, I'd suspect the seller - given the lack of truthfulness as to where the game was actually shipping from, he's kinda suspect to start with.