There is some color shading on the maps of observations for each taxon. The colors seem not to correspond with observations or the real distribution of the taxon (example here: https://www.inaturalist.org/taxa/121383-Zootermopsis-angusticollis). Moreover, the colors change and disappear during zooming into the map without any apparent pattern:
Different zoom levels use different checklists. If you’re far out, they are country-level checklists, a little closer and they’re state-level, and even closer they become county-level. In your example, Mexico disappears because it has a country-level listing, but no individual state-level listings.