Advance Parole

Hi can anyone please throw in there thoughts about this experience. I just want to share a strange experience I had at the Mexican border with the intention of using mg AP (advance parole). I am a Philippine national with pending AOS. I have an AP that has not been used and active. Currently I am on H4 with NOA to back it up. I have no H4 visa on my passport since this is obtained at the embassy of origin, Philippines, and I have not gone home since my last visa expired. I was going to use my AP at Mexican border. So I went in and came back and presented myself at the US immigration at the border. I showed them my AP/EAD card. The immigration officer (IO) looked strange on my card, walked up, talked to his supervisor, and came back. Then he asked me if I have a visa. I showed him my old passport which has an old H1B visa. I also showed my current H4 NOA. He looked more confused! The supervisor came over and told him it is ok. He tore up the bottom of the H4 NOA and stapled it on my old passport which has the old H1B visa. Pointing at it, he indicated to the IO that it is itself my visa. I told them I wanted to use the AP card. Supervisor said maybe we use it the next time I come back. I insisted but he said his supervisor said this is the right procedure. So I left. On my way I realized he did even stamp on my passport. I was worried because there is no proof I came back legally. I went back to him and he told me that they do not stamp on the border unlike in the airports and that I need not worry because all my records are already in the computer.
1. At the port of entry to US, do we get a "stamp in" on our passport?
2. He stapled the bottom of NOA on the old H1B visa on the old passport, is that OK?
3. Why did he chose to use my H4 rather my parole which is also active?
4. is this going to pose some problems in the future for me?