I am flying UA SFO-MEX and then connecting to MX to CUN.

I know UA and MX use the same terminal, but on some other boards I've seen where you can walk from the international to domestic section of MEX without passing through customs only to then be turned away at the gate.

Does anyone know the right procedure?

I would assume as my first point of entry into a country and then joining a domestic flight that I must clear customs/immigration.

Thanks for any info/advice.