If he felt strongly about it, simply saying something like "I don't believe that you are a police officer" and refusing to obey would probably eventually work.

If he felt strongly about it, simply saying something like "I don't believe that you are a police officer" and refusing to obey would probably eventually work. (And yes, I know that CBP are not the same thing as police but this seems to more reasonably be the sort of thing that someone would say.)