You are in catch 22. It is a problem if you leave the United States because once you leave, you will be subject to the 10 year bar and the wiaver application is then a must. If you do not leave, you will stay in the U.S. in unlawful status. If you decide to leave to attend your interview, most likely, your visa will be denied and a waiver is required. The waiver takes about 16 to 24 months to process. Even then, the likelyhood of approval of the waiver is slim in the first few years. To succeed in the waiver application, you have to prove that your family in the U.S. will suffer extreme hardship in order to succeed in your waiver.
Completing the process at the NVC does not mean that your visa will be issued and or you will not face the factthat you have to file for a wiaver. if you decide to leave, you have to plan tobe in Mexico for a long time.
All the best.