No. You are wrong. For a year now, CBP has been ordered to check for weapons going INTO Mexico. It is annoying to me that manpower which should be used to stop illegals and drugs coming into our country is used to secure Mexico.
http://www.dhs.gov/ynews/speeches/sp_1248440471735.shtm
And the guy was going INTO Mexico.
http://apostille.us/news/cbp_stops_machine_guns_ammunition_headed_into_mexico_from_california.shtml
He was going from the U.S. into Mexico, DHS has been checking cars going into Mexico at the border for about a year.