They could in theory but I'm dubious governments will be willing to shape their customs enforcement to accommodate this company. Best case I think they might be able to do a drop off at a place for customs inspections and pick them up again with a different craft once cleared.
That's a chicken and egg problem. You have to get big enough to move enough cargo to make it worth getting special accommodations or go through the paperwork of being a proper import/export business to self report.
There are a limited number of rail crossings they need to work with and it's conveniently on the ground. This company is pitching direct shipper to receiver deliveries via air so getting agents onto the ships is a lot harder and the company wants to drop off directly at customers all over the country meaning no proper port of entry. There are ways to do that but they're regulated as import/export businesses.
Rail lines go all over the country but they check when you cross even if that’s not your destination. I would expect the same to be true here: e.g. an airship leaving Mexico would go to, say, Riverside via a customs stop in San Diego or Calexico.
