Crossing the border back into the U.S. question?

I have driven back to the U.S. several times from Mexico without ever stopping at the Mexican border. When I've driven back to Mexico, I've never had a problem re-entering. I have an FM3 card and a sticker on my car. Now someone has told me I should be stopping at the Mexican border and having them
note that I have left the country. Anyone have any current experience along these lines or know for sure the proper procedure. Thanks!

While technically you should do it, if you don´t do it nobody is the wiser and won´t know as long as you don´t say anything.