And why does a post on lemmy.world have have a blahaj URL when I look at it? Is my server making a copy?
Yes, it is, and you're looking at a local version of it. For Blahaj especially this matter as blahaj doesn't federate downvotes, so you never see downvotes on the blahaj version of a post.
There's a difference though, Mexico has had a huge influx of US remote workers who basically hang out as tourists and literally are gentrifying Mexico City and raising the cost of living because locals can't compete with the wages the US citizens get in US dollars, which are (currently) more valuable than the Mexican Peso. This absolutely raises the cost of living as the city begins to cater more and more to US remote workers and less and less to the actual citizens of Mexico City.
Here's an article on it from as far back as 2023: https://www.nbclosangeles.com/news/local/mexico-city-gentification-americans-rent-prices/3231544/