No two consulates will have the same requirements and they often give misleading information. It is a well known fact that it is easier to get an FM3 in Mexico from INM, rather than from a consulate acting as an agent for INM and charging extra fees.
I have never seen information that said an FM3 must be obtained outside of Mexico, unless you mean that it is required only if you must use a 'menaje de casa' to ship household goods. In that case, you would need your FM3 before you ship the goods; plus, there are time limits to ship and then to register your address and FM3 after crossing the border and arriving at your destination.
It seems you may have confused the separate circumstances.