Drug offenses are risky business in Mexico. Mexico's drugs laws are more reactionary and ridiculous than those of the States. Under Napoleanic law, you're guilty until proven innocent. If you must, be extremely discrete. If you're caught, you may be deported, have a prison term or have to pay a considerable fine.
Police occasionally stop and frisk locals and tourists, checking for drugs.
Sometimes this will occur at night in the area near the gay bar Los Balcones. He is a local gay community leader and has said that he will investigate any complaints. Most Mexicans eat their main meal sometime between 1-4pm, so many shops and offices are closed. This is a sensible custom in a tropical country and gives the body and mind a chance to rest during the hottest hours of the day. The stores that observe this custom are open afterwards until 8-10pm.