I used to have that happen alot going to Canada. I go there 12-18 times a year. Now, I have a Canpass automated pre-clearance, and when its not available, the agents see I'm pre cleared and they don't seem to care.

Coming back to the US, I get some grief when coming back from short trips (I went to Tokyo for new years, and Paris for a long weekend) but not when I come back from Canada. I don't know if they know I have canpass or what.