I see ATVs - mostly larger side by sides operating on the roads - especially in Mazatlan where they are rented out. During the day people are limited by the slower traffic - but at night they fly up and down the Gold Zone and beyond.
The 3 wheeled cycle (Can-Am) riders I've seen don't appear to have to wear helmets judging from what I saw in Mazatlan.
It very well may illegal to operate ATVs on the road, but like with the crazy low speed limits that everyone exceeds - the police can pick and choose who they stop and who they ignore.