The MKIV Jetta sedans were made in Mexico. At that time, there was no substantial difference between the quality in the three (Golf / Jetta / Jetta Wagon). They were just different body shapes of the same car.
The place they were assembled has no bearing on the fit & finish. It's all about what they decided to do for parts and construction of them.
The Jetta has been taken WAY downhill from the Golf, at least in Canada.
We have a Mk V Golf wagon (2013, wife's) and a Mk VI Golf hatch (2011, mine). The wagon was assembled in Mexico, the hatch in Germany.
The fit-and-finish is actually BETTER on the Mexican wagon than the German hatch. The wagon only has 46k km, the hatch has 130k km. But the wagon has had FAR fewer problems in those 46k km than the hatch did at the same point in its life.
Of course that's just anecdotal evidence, one data point does not a trend make, but it would tend to confirm that indeed assembly location makes little difference.
On the current Jetta, yes it was way dumbed down compared to the Golf, but the content level has been creeping back up (independent rear suspension and rear disc brakes across the model lineup now, for instance).