You have to keep in mind that border patrol agents aren't hired because they are "the sharpest knives in the drawer". They are live robots that follow orders well for the most part.
If you want to have some fun with them just ask them ...."I'm not really sure which US you are talking about. Could you explain what a US citizen is?"
I've done that a couple of times and they get this really puzzled look on their faces.
Their questions are evil worded to us that know... to them it is just business as usual.