The climate in Mexico varies significantly with its topography. Although much of Mexico contains arid deserts and tropical environments, mountaineering is practiced, particularly on the high-altitude volcanoes in the inner part of the country, some of which are within 60 miles of Mexico City. These volcanoes are crowned with snow and ice and require appropriate mountaineering equipment (e.g. ice axes) for successful ascents. While it is possible that Ramon Mercader chose an ice axe to assassinate Trotsky because he was a mountaineer, owned the object, and was skilled in its use, no evidence of his participation in this alpine activity has surfaced. Rather, Mercader's association with the Soviet security apparatus may shed light on his choice of weapon for the assassination.
Yeah that bit always confused me. Though Mexico City is like a mile and a half above sea level so I guess "Mountain climbing" was a semi valid excuse?
(Source.)