Why doesnt the US CBP control land exits with Mexico?
For the same reason we dont control the land exits to Canada US/CAN/MEX have a data interchange agreement with each other, So when you pass across Canada/Mexico border, that data get transmitted to the appropriate countries border control computers. So Mexico will send data to the US, Canada will send data to the US, US will send data to Mexico or Canada, when you clear the check point on entrance.