Something after making it pass the gauntlet of corrupt TJ cops and think you're scott free, you get stopped by the SDPD or Highway patrol, and get busted for being drunk. { it's a shame these guys don't accept bribes either}
In the past and I don't know if they are still doing it as I rarely go to Tijuana on weekends in the winter months. The California Highway Patrol would set up check points on the freeway on ramp and check some people for drunk driving. Other people were so scared of this that they took the San Diego trolley in order to bypass the possible sobriety possible check point.
I have not heard of the Police in San Diego just stopping people randomly walking to their cars for the hell of it, as that could bring up Fourth Amendment issues as the police in the US need probable cause to detain you. The threshold isn't very high, but they need something, perhaps somebody in your party was falling down drunk?