When I stayed in San Diego last year, I took a day-trip to Tijuana. Didn't see any US official (or US immigration office) near the gates (for pedestrians) leading to Mexico. On the way back I just asked for re-admittance on my existing waiver.
Yes, you can leave the US without immigration noticing. I had no issues, because my total stay in the US was less than a month. Might be different if you leave to get another three months stay after a previous three months.