It's easier in the sense of less traffic and it's not as narrow, and not as many stop signs. Especially useful if you're towing or have a large vehicle. Yes, it comes out by the Arizona Market, which you would pass on your right just past the topes if you followed the signs and went the main drag.
There is a new Pemex tucked back in there now, too, and it's not as crowded as the Circle K Pemex.
On edit - YES! As the other posters say - Come over the border, at the Circle K, stay to your left, go over the bridge, then make the right at the end of the strip mall just after the bridge. That is the "official" shortcut and they often route traffic that way when things get backed up at the border, rather than clogging up the main drag through town. I sort of assumed you knew to go past the bridge. Maybe you don't know that part.
If you take the right of the Y at the Circle K, it's a long trip to nowhere. Geez, I hear San Luis is nice this time of year! :lol: