A visa is required if you stay long enough, at least an FMT. It has to do with car permits. Car permits have never been required in Penasco as it is within the Frontier Zone, about 60 miles from the border but in past years they were required outside of that zone. The Aduana stop at Almejas, south of the Mayan used to be the limit without a permit. So for example before this program was started, if you went to Caborca, Hermosillo, San Carlos, Kino you were required to get a car permit. The new extended free zone was created to increase tourism along the Sonoran coast and permits are no longer required along the coast as far as Empalme next to Guaymas. It does not apply to the entire state of Sonora. It applies only to the area west of Rt. 15 to the coast. If you go to Bacanora for example, you will need a car permit. You can go to Hermosillo, San Carlos, Guaymas, Kino, Caborca, visit Jerry in Santo Thomas, all without the 'hassle' of stopping for a car permit.
There is, or was, a link to the Sonoran Tourism dept in the links here on this site, if you want to read all about it.