An awful lot more trouble than it's worth. If it was a Ledger you'd only have a few attempts to crack the pin before it's bricked. If it's a Trezor each failed attempt takes longer before you can try again.

I would assume the average customs agent knows nothing about how hardware wallets work. If they did then it's a pointless exercise.

It's just as likely a dishonest employee somewhere had a fiddle too.