I seem to get hassled by the border guards every time I go down there... last time the guard was screaming at me "WHAT DID YOU GET ARRESTED FOR SIR" over and over. So I pretty much refuse to go to the US anymore
I would imagine if you answered the question they would stop asking it
Seriously though, I've been given a hard time at the border crossing in Sweetgrass as well. One time we were making a trip to MSO and I decided to bring my oldest daughter along so she could be completely bored out of her mind and appreciate the fun things she can do at home more. I had my passport and my daughter's birth certificate but unknown to me I also had to get a signed letter from my wife to take her with me. I probably shouldn't have asked the border guard if my wife would need one to take our daughter without me present, or mentioned that nobody could possibly kidnap our daughter AND make it 3 hours out of town without returning her because that seemed to have made the guy extra angry and I got berated by him about how child abduction isn't a joke. Eventually he decided that I didn't look like I was abducting her, or maybe he just got tired of shouting and stopped caring, either way he let me through.
Of course, on the next crossing I made sure to bring a letter with me and the guy I got that time didn't ask for it or care at all when I mentioned I had it.
They are very inconsistent there, and also somewhat hostile.