AeroMexico Questions... follow up questions...

Hola
We have been flying AeroMexico from Vancouver to Zihua through Mexico City for several years. A great airline. Last year was the first year that our luggage was checked right through to Zihua. Didn't have to touch our luggage til we got to Zihua. Once we got through customs at Mexico City we went to a holding area to wait. They do not announce our departure gate until about 45 minutes before our flight to Zihua. After we went to the departure gate, we got on a bus and drove about 10 minutes to our plane on the tarmac. Upon arrival at Zihua it is a short walk on the tarmac to the terminal. After we pick up our luggage it is straight outside to catch a ride to town. No custom, no checks and no security.

We took the Vancouver-AeroMexico red-eye a couple of years ago. We were so tired I can't recall what we did....but I think the procedure was as you've described.
I'm guessing you meant that you went through Immigration on landing in CdMx.
So....luggage was never checked by Mexican Customs?