Immigration proof of payment?

My husband and I drove down the Baja with my parents last month. We stopped at the border and got (and paid for) their visas at the beginning of our trip. When they left (by plane), they were told that they'd have to pay for their visa again, since they had no proof of payment. The obvious argument of "how else would I have gotten this visa" didn't work, and since they didn't want to miss their plane they just went ahead and paid for it again (I think it was 330 pesos...) Anyone else ever have this issue?