What would happen in this scenario?
CBP: "How are you today, sir?"
N965VJ: "I'm one fine US citizen!"
CBP: "Where are you heading?"
N965VJ: "I'd rather not say because I value my privacy"
CBP: "Do you have ID?"
N965VJ: "Yes."
CBP: "Can I see it?"
N965VJ: "No, because I value my privacy."
Rinse. Lather. Repeat.
Meanwhile, the dog doesn't alert to any drugs, aliens, or some other Threat To Security™ after wandering around my vehicle.