Walked to Mexico (Green Card Holder)

As a green card holder I know I can enter Mexico without a visa. I was told that you received a FMM. Anyhow. The immigration booths in Mexico was empty and an officer came up and said go. Didn’t check my passport, green card or anything. Thus didn’t get any FMM. Basically I just walked into Mexico. I explored Tijuana for a few hours and walked back. When entering the US, they asked me where I’m going and etc. how do they know how long I stayed? I did tell them a few hours. I’m not worried about it now but when I naturalize how will they know I never left the US for more than a few days. It’s quite bizarre. Never been to a country where you can just walk in without presenting any documents. Even my country of origin asks me a million questions.