I am an American & Canadian dual citizen living in New York, with my parents and a vacation home in Canada. Further, I went to college in the US while "residing" in Canada. I carry both passports, but generally keep the canadian passport in my bag and travel on my US passport for both personal and business use.
I've long learned that despite the agents often asking inane, intrusive, and unrelated questions - just answer succintly and neutrally. It's not worth the headache to stand on principles.