Actually, they didn't witness it, and it wasn't a felony.
In Arizona, you may execute a citizen's arrest on either:
1. REASONABLE BELIEF that a specific felony was committed by the arrestee; or
2. ACTUALLY SEEING the commission of a misdemeanor.
Illegally crossing the border is not a felony in and of itself--it is a misdemeanor.
These guys didn't see these two cross the border.
Bottom line: if you intend to arrest, you need to know what you're doing.
Only the first time and you know it. Second time - and all further entries that someone is arrested and convicted for - are felonies.