You are frigging lucky that the guards didn't trump up a charge to arrest you and keep the car. I live in San Diego and it is common wisdom here that the police there are very corrupt. My husband took our wrangler there once and almost lost it to the police.
One stolen San Diego Suburban was spotted on the evening news in its new role as a Tijuana police vehicle--Identified by the former owners by the unique do-da still hanging from the rear view mirror. Our next door neighbor had three attempts of people trying to steal his suburban to take it across the border. One time they got his suv all the way to border but the police were in pursuit so they dumped it right before the crossing. This was back before SUV were ubiquitous.
A person I know who is a body builder was kidnapped by the Tijuana police from an atm machine and driven around for 12 hours in their back seat as they tried to get his PIN number from him.
All that said, I feel safer in Mexico than I do in LA but we make a point of taking our least desirable car across the border.
I take it that you didn't experience any "pay on the spot" tickets.
Dinan chip, Bilstein sports w H&R, RD sways, RD strut brace, 750 bushings, Zimmermans/MetalMasters, O.E. M Pars, Eisenmann muffler