anyone ever have an issue with not returning tourist cards?

I got quite a lecture year before last because our passports hadn't been stamped 'salida' when we left Mexico the previous spring. Now we cross into the U S at Sonoyta/Lukeville and before the gate I stop, walk across the street, wake the guy up, give him the fmm's and have him stamp our passports. Most crossings do not have any place to stop to do that. Yes, we are now in their 'system'.