B737 XING US BORDER FROM MEXICO ON WX DEV RTE IS ASSIGNED 7700 BY ZAB ATC.

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APPROX 50-100 MI S OF VYLLA INTXN; WHILE FLYING NBOUND ON J92; WE REQUESTED A COURSE DEV FROM MAZATLAN CTR OF 20 DEGS L OFF COURSE TO AVOID WX THAT WAS OVER VYLLA. THE WX EXTENDED N TO JUST S OF TUS. MAZATLAN CTR GRANTED THE REQUEST WITH NO RESTRS. ABOUT THE TIME WE WERE XING THE US - MEXICO BORDER; AT A POINT ROUGHLY 30 MI W OF THE VYLLA INTXN; MAZATLAN CTR REQUESTED THAT WE CONTACT ZAB AND HE GAVE US THE FREQ. WE CHKED IN WITH ZAB AND WERE IMMEDIATELY TOLD TO SQUAWK 7700. WHEN WE INQUIRED AS TO WHY; WE WERE TOLD THAT WE WERE ABOUT TO ENTER AN ACTIVE MIL OPS AREA. THE CTLR THEN TOLD US TO TURN R AS FAR AS POSSIBLE; WHILE REMAINING CLR OF THE STORM TO AVOID THE MOA. ZAB CONTINUED TO VECTOR US AWAY FROM THE MOA UNTIL WE RE-INTERCEPTED OUR FLT PLANNED RTE. WE CONTINUED INTO PHOENIX AND LANDED WITHOUT INCIDENT. NEEDLESS TO SAY; WE WERE A LITTLE ALARMED THAT WE WERE ALLOWED TO FLY INTO A SIT THAT CONSTITUTED ENOUGH OF AN EMER IN THE CTLR'S (ALBUQUERQUE) MIND THAT HE FELT WE NEEDED TO SQUAWK 7700. IS THERE NO COM AT ALL BTWN THE ATC FACILITIES IN THE US AND MEXICO. IS MEXICAN ATC UNAWARE OF MOA'S THAT EXIST JUST OVER THE BORDER IN THE UNITED STATES? I GUESS IN THE FUTURE IF I EVER HAVE TO CROSS THE BORDER AT A POINT OTHER THAN THE FLAT PLANNED RTE; I WILL CALL THE APPROPRIATE US TRACON PRIOR TO XING; JUST TO CONFIRM THAT OUR RTE WON'T BE A PROB WHEN WE ARRIVE AT THE BORDER.