I haven't forgotten a single detail of my entry into Mexico. I told no lies in the process whatsoever. If a mexican customs agent had every asked me anything even remotely related to firearms, I would have readily shown him my weapon. If he had asked me why I was attempting to bring a firearm into Mexico, I would have truthfully stated that the road from Matamoros to Tampico was renowned as a dangerous passage and I had felt the need to protect my wife, my pets, and my belongings. As it turned out, there was no discussion about that, or any other topic... Just an arm motion waving me through as there were plenty of other vehicles behind me waiting to pass. Not one lie by me in the entire process.
And of course this had nothing at all to do with you hiding it under your two dogs; because as you said, "All Mexican are afraid of big dogs"?
You smuggled a gun into Mexico and then tried to hide your behavior by lying about it.
The laws in Mexico say nothing about you being asked, it states specifically that it's illegal.
Regulations on Bringing Guns to Mexico
This information is courtesy of the Mexican Tourism Board
Taking Guns/Ammunition
into Mexico is Illegal
If you take weapons across the border....
•You will become on of the dozens of U.S./Foreign citizens arrested each month for violating Mexico's strict firearm and ammunition laws, whether you knew about the law or not;
•You will go to jail and your vehicle will be seized;
•You will be separated from family, friends and your job, and likely suffer substantial financial hardship;
•You will pay court costs and other fees ranging into the tens of thousands of dollars defending yourself;
•And worst of all, you may get up to a 30-year sentence in a Mexican prison if found guilty.
Remember, once you cross the border with a firearm or ammunition it is too late! Ignorance of this law will not get you leniency from the police. You will be arrested and sent to jail. Also, the Mexican judicial system is governed by Napoleonic Law which states that you are presumed guilty and must prove your innocence, the opposite of the U.S. laws.