Given the opacity, unaccountability and character of ICE it's almost certain that ICE agents are taking bribes, running drugs and guns, doing shakedowns, pimping, and engaging in all kinds of organized crime shit. If you're a cartel, who better to pay than the masked mercenary who's above the law and doesn't give a shit about anything but power and money? Easiest partnership ever. Hell, they're probably bribing from the top down and getting entire local chapters on the payroll.