Because they don't want to get detained, be denied entry, have to travel home at their own expense, and be refused/blacklisted entry in the future, probably? I

Because they don't want to get detained, be denied entry, have to travel home at their own expense, and be refused/blacklisted entry in the future, probably? If you're not a US citizen, there's no plausible deniability, due process or rights at the US Border; CBP agents can deny entry to whoever, for any reason at all - they have _very_ wide latitude and there is no appeal. Legal details vary by country, but this is pretty much the case at all borders, afaik.