Inquiry Submission By Blinky

Hi, I want to travel from Mexico to Cambodia, I tried skyscanner but there’s no direct flight, all the flights do a transfer on USA or Canada and I get the following self transfer message or warning from skyscanner website on each flight I try to book:

You must pass through security and passport control during each connection and you will need a visa if your connection is in a country that requires one.

Do I have to apply for a USA tourist visa first?

Is very expensive and not guaranteed that I’ll get it, and I’m banned in Canada (don’t judge please long love story), so sad I would have to cancel my travel plans because of this :'(