Fishing charter boats can be found in every coastal city. Many fishers maintain that you haven't really fished until you have caught and released a fighting Marlin. Golf courses require a lot of water, and many areas of Mexico are dry. Water is too precious to use for irrigating non-agriculture areas. There are probably many more.
Some Mexican parks do have trails though, as do some of the volcanos.
There can be miles of deserted continuous beaches to hike. I have personally walk beaches and not seen another person for ten miles. This wouldn't happen during the area's tourist season, but the beaches are generally uncrowded, partly because there are so many of them. This country of many artists and craftsmen, produce an abundance of wonderful artifacts. Silver and leather goods are popular locally produced products.