I travel from Canada to the US, always with a small carry-on or something like a folder only (nothing wheeled), no problems. But I'm a Canadian coming *to* the US for a visit and I think you're asking about US citizens returning from a trip?

On that note, I have had CBSA on my return to Canada ask me "where are your bags? no bags?" on multiple occasions. So maybe it's odd not to have luggage, but I've never had any problems other than that one extra question.