As best as I can understand, some anonymous person in the early modern period, 1600s-1700s made up this idea that the ancient Romans did this funny salute. It’s an urban myth. There’s no evidence that real ancient Romans ever used this practice.
Anyhow, the idea floated around for a while; it shows up in paintings in the 1700s. It was picked up by several political movements in the early 20th century, including Bellamy in the United States, and Mussolini, who was a big Romaboo. The Nazis did get the idea from their Italian allies.
In a counterfactual hypothetical, if the Mexican armed forces, or an organized cartel paramilitary with command structure and uniforms, were massing near the border in preparation for a real honest to God invasion, then active duty could be warranted.