RTFA. This procedure is illegal in the USA, so the parents went to Mexico. This baby IS an immigrant.
1. The article says that this is a Jordanian couple who sought treatment from U.S. doctors, and that the U.S. doctors chose to perform their work in Mexico.
2. The article doesn't suggest that anyone was an immigrant anywhere (def'n: "a person who comes to live permanently in a foreign country.). People appear to have temporarily traveled to do stuff, then returned to their respective homes. So, the baby is an immigrant to where? The parents' home country? Because?
3. Finally, there's this little thing called citizenship by birth, which the not terribly reliable but readable-by-non-arabic-speaking-me source suggests is automatic for this child. Your own country, by definition, is not a foreign country, which means that you cannot be an immigrant to it. Similarly, for a child born abroad to a U.S. citizen parent in wedlock, odds are pretty good that they're already a U.S. citizen, falling on the "Nationality" side of the Immigration and Nationality Act.