Sounds like they arrested them for breaking Mexican law.

"It's a very serious case because it (the ammunition) is the type for the exclusive use of the military" under Mexican law, Torres said.
But also sounds like they have evidence the sellers knew it was going across the border. I'm not sure if that's illegal or not.

If the just sold a "large quantity" of ammo with no intentions other than to make money then I don't see a crime...