It's not weird, nor is the question from ICE. What is weird is his rummaging through your purse. I used to get this question frequently when I'd travel to Canada for a day or two to visit a client. When I'd get the, "Are you sure? You didn't buy a single thing?" I'd say, "I was there on business -- what do you think I'd buy?" I was never threatened with having my bags searched, however, nor where they ever searched.