It's really not weird, you are probably one in ten thousand people who come off a cruise without any luggage and no Jewelry or anything to declare. Playing the odds, they just assumed you are lying and hiding something.
how could the CBP possibly determine if something was purchased on the trip
Not sure they need to prove you purchased something on the cruise, you need to prove you didn't purchase something on the trip. If you travel with something that will cause them to wonder (say a brand new expensive watch or camera) you should pre-register it with customs to prove you didn't purchase it on the trip or carry the receipts for it. If it comes to a they said you said debate, you will be assumed guilty unless you can prove different.
Pre-registration information is available on their page here
http://www.cbp.gov/xp/cgov/travel/va...ster_items.xml