That is true. Canada visa is hard to get for b2 visa holders. And you will also get trouble when re-entering US if they ask for a valid reason to travel to Canada and ren-enter.
The same logic applies for Mexico. And you will also need visa to enter Mexico. It is risky to cross the border without visa though nobody really checks it. The problem arises when you might have trouble at the border. The worst case is that your parents cannot enter US and cannot travel in Mexico either. Only Mexico City has flights back to China.