Because when the US was established, and still today, customs duties were levied on some imports - this was how the government used to finance itself. People who wanted to evade the customs duty (and then sell the goods to undercut their competitors who had paid it) would attempt to smuggle things across the border. This behavior is prevalent enough that random searches at national borders have been the norm for centuries, along with searches for other things like contraband (drugs, child porn, endangered animals), the occasional spy or fugitive from justice elsewhere, and so on.