Glad to hear you are having a good time. Yes, CDMX doesn't compare, in any sense, actually. The way you can walk all over the city here, going from one beautiful neighborhood to another gorgeous one. Traffic here is much, much better too. BA doesn't have that mix of taco + sewage odor that permeates CDMX (that was one of the things that bothered us the most when we lived there last year).
It feels safer and it is safer but, please, tie up your mochila's zippers, NEVER leave your phone on a table, no matter if you are inside or on a patio and keep your phone in your front pocket all the time. A local acquaintance got his phone stolen a few days ago, so it's not just tourists, anybody can be a target so stay vigilant and aware of your surroundings.