The harassment is based on their expectation that someone will be applying for a finance K visa or get married and apply for a green card. They are trained to detect potential applicants for these types of visas and discourage it.

You can either lie about why you're crossing the border (the magic word is always "shopping"), or just put up with it.

As long as you give CBP a chance to suspect you will be applying for a residency visa at some point, they will always be hostile.