Tbf i think they are more careful because it is Mexico... When Esteban was in Force India with Perez he also has to hire a bodyguard because of the death threats he was receiving from some mexican fans. With how things are going right now and with the little glimpse we had in Austin, i wouldn't be surprised if Max received some kind of threats that Red Bull don't want to take lightly.
But in general, i agree with you, i don't understand how there is no more security for the drivers. You can see them being crowded almost everywhere, sometimes even in the paddock and it is really not okay.