We had a random secondary going north in the NEXUS lane one time - we had to get out and answer questions and wait while our car was searched. The first time we went north together, right after my wife's PR interview, she had just the stamp in her passport and not the card, and the fool at the booth didn't know what it was and sent her to secondary. They asked her questions directed toward figuring out whether our marriage was legitimate (which made no sense, because the US had given her the stamp already, and because Clinton was still president and there was no reason for someone with PR status in the US to sneak into Canada with the intention of overstaying).
The only other (minor) flack we've gotten has been in answering the questions about stuff we brought back, in which we always wonder do they want a comprehensive list or what.
Mostly I just show my card and they wave. One time we bought a new car and didn't have the real plates yet, so they asked questions about that. I told me wife they wanted to make sure it wasn't stolen, because at our first NEXUS interview the lady told us that entering the NEXUS lane with anything that doesn't belong to you is strictly prohibited, so of course if we entered the NEXUS lane with a stolen car, we'd be kicked out of the program.