Have only seen this at the AZ and CA crossing, and that was back in the 80's when I was attending grad school in AZ. It was a brief stop to check for people carrying in fruit and vegetables and was a State Dept. of Ag operation, if memory serves. So at that location and no doubt others between CA and its neighbors a stop of some kind is normal.
But this sounds more like they're looking for something (or someone) a bit more menacing than bug infested fruit.