The Gulf Coastal Plain is a U.S. physiographic province extending along the northern Gulf of Mexico—from the Florida Panhandle west through Alabama, Mississippi, Louisiana, and into Texas.
Mexico has its own Gulf-facing coastal plains (Tamaulipas, Veracruz, Tabasco, Campeche, Yucatán), but they are distinct geological provinces—part of the Gulf of Mexico Coastal Plain (Mexican sector) or the Yucatán Platform—not the U.S.-defined "Gulf Coastal Plain."
So while Mexico has Gulf coast lowlands, the term "Gulf Coastal Plain" specifically denotes the U.S. geographic region.