"When the devil wants to take it all away" is an excuse for a turn of events that the protagonist doesn't even know why he started out on in the first place. He went to Mexicali, got laid by a 14-year-old, then a woman who essentially tricked him into murder. Oh, and for what it's worth, "Mexicali Blues" is a somewhat-known euphemism for chlamydia.
"When the devil wants to take it all away" is an excuse for a turn of events that the protagonist doesn't even know why he started out on in the first place. He went to Mexicali, got laid by a 14-year-old, then a woman who essentially tricked him into murder. Oh, and for what it's worth, "Mexicali Blues" is a somewhat-known euphemism for chlamydia.