The Cupra would have to be engineered for US safety regulations in order to be imported. Additionally, the emissions controls on any car needs to be certified by the US EPA to be sold in the US, even if the Mexican-market version may be just as clean. There are a number of variables that must be met, in addition to just hitting certain emissions levels, before a car is certified for the US.
By the way, the Golf is no longer produced in Mexico.