Yep, the current CBP configurations was designed exclusively with connecting passengers in mind. The facility is out in Terminal B, so the only place for all passengers to exit CBP is out into the sterile are of Terminal B where you then take the train back to the landside area. I have read rumors that changes could be coming (maybe a shuttle bus?), since these days the percentage of travelers ending their trips at CVG has gone to 90%+, especially on the non-Delta flights.