Actually we have always done much the same, either taxi both ways or at least always a taxi back to the airport for the same reasons as yourself.
PS - there are always taxis stationed just outside of the Desire entrance so you don;t have to wait for more than a minute or two before you are on the way to the airport
Some Cancun Airport to Desire Transfer companies that I know reliable are:
TransBeach - the "official" (whatever that means) Desire designated company - many good reports from Desire customers
CancunValet
http://www.cancunvalet.com/?p=p_2&sName=airport-transfers Great service and can provide local cell phone rentals as well
and
USA Transfers(Entertainment Plus)
<img src="http://www.entertainment-plus.net/images/Airport/USAlogo_small.jpg" border="0">Who I know has the best overall one way price - ps - we used them one way from the airport to Desire last May with success and arrived at Desire less than 20 min from exiting the terminal
Please use the forum links to book directly with Desire RM, Desire Pearl or the Desire Cruises.
This will help keep the forums economically self sustaining and Ad free for all to use.