The risk to be denied travel is different than the risk to be denied entry. If someone who is to have been denied travel ends up in the US at a US port of entry, it's not always the case that such person can or even should be denied entry; and even if they should be denied entry, sending them back immediately may not even be possible and may actually be more problematic than trying to send them back immediately on the next flight back. People who should be denied travel for such circumstance probably would do themselves and others a favor by not traveling to seek entry.