I think you are wrong

"With Valid I-20 and I-94 , you can return to us within 30 days". I think this words is wrong. I have been Mexico once before 9/11 without visa, but with I-20 and I-94. When I tried to get into U.S again, they rejected me. One officer even told me go back China directly. I stayed in their office for 3 hours. Hopefully, one officer knew there was a policy that I could come back U.S with I-20 and I-94, and he let me come in U.S. However, it happened before 9/11. After 9/11, they changed this policy. That is the reason why it is danger to go Mexico to change visa status, they can't come back the U.S without visa right now.