MEXICO CITY—Mexican tourists seeking a quiet mountain retreat are drawn to the hillside cabins outside the town of Tapalpa, known as a “pueblo mágico,” or magic town, thanks to the beauty of Jalisco state’s pine forests. On Sunday morning, one of those tourists was Mexico’s most-wanted man: Nemesio “El Mencho” Oseguera, the leader of the paramilitary Jalisco New Generation Cartel, the premier trafficker of cocaine to the U.S. He was there, Mexican authorities said, for a weekend tryst with one of his girlfriends but, as always, accompanied with a heavily armed personal security force. Just before dawn, the quiet of…

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