That is exactly as I understand it; get the sticker removed by Aduana every time you exit Mexico. The following is from the government's customs website:
Cuando regrese al extranjero, cancele su permiso:
• En los Módulos CIITEV de las aduanas de la frontera norte de México
When you return abroad, cancel your permit:
At the CIITEV customs stations at the northern border of Mexico
Note: if you forget, you can go to the nearest Mexican Consulate in the USA and turn in your permit and get the receipt there.