As Stu said - there are 100's of reasons. I'm not a bigshot, but I regularly have stuff I've signed NDA's for, products that are under development, new product names and other stuff. Sure, they may not be of interest to a customs agent, but since they didn't sign the NDA, who is going to stop them from mentioning something at the local bar, or telling a friend about an upcoming merger they read about.

Lets be clear - if you are carrying something like kiddie porn, I want you to get caught and locked away - but there are just so many other reasons you'll want to keep files away from random strangers.