Probably cost. There are millions of rail cars, both here and in Canada (not sure if the railroads run trains in Mexico) that would need to be taken out of service and fitted with them. Plus, easier to test to see if the detectors are working - just run a work train past them with a resistance heater hanging off it to simulate a hot bearing.

And -- the sensors would have to communicate with the crew if there's an alarm, and they could be a half mile away (long trains are long) inside a tunnel. There aren't any data connections between cars (and wouldn't be reliable if there were), so the on-car detector would have to have a powerful radio. Added cost & complexity.