Back in the day, when entering certain countries I would sometimes get pulled aside for "secondary screening." This was usually nothing more than a blatent attempt to extort bribes. (Actually had one immigration agent tell me that they "knew who I was" and accused me of being, literally, an international gem smuggler!)

Immigration agents can deny you entrance into a country, sometimes without any chance of appeal, so I can understand that people might be uncomfortable when dealing with them.