Why do so many people have HUGE electrical bills in Mexico?

Let's talk about it, wire gauge is measured in size whereby the smaller the number the larger the gauge (diameter) as you can see in the chart. 

This chart is what Licensed electricians understand and as there is no real licensing here it is quite likely the person that wired your building does not understand this. From the transformer to your CFE meter may be out of your control but from the meter to your home you can control. There is a reason why CFE will typically not allow the meter to be more than 30 meters from the transformer and that is for very good reason...LINE LOSS.

There is loss over distance with electrical transmission and what you typically see in Mexico as a service feed to the building is 6 or 8 gauge wire. I am attaching a link to a line loss calculator where you can plug in the numbers to see how inefficient small gauge wire is over distance. In short, 2 mini splits running can cause a 20% line loss. 

Wire Size is very important from a safety perspective too.

https://www.calculator.net/voltage-drop-calculator.html...