Mexico? I live just near the border to Mexico and have never heard the x pronounced as an x until Duolingo.
The "x" is a hangover from old Spanish. It sticks around in proper names which predate the standardization of the use of "j." Because Duolingo uses computer-generated speech that was only configured to accommodate contemporary pronunciation, it gets "México" wrong (as it would Don Quixote, Oaxaca, etc, as well).
The post by redsassafras is old news. Some of it, but not all of it, is obsolete because it is no longer current news.
Today is September 20 2018. I am not here today to report the current news.