Sometimes they even go into what i believe to be none of their business, last christmas i was coming back from France, going through Washington (just a 6h stop), and despise the fact i had my ticket saying i was going to Montreal, my canadian working visa, the U.S. agent bombarded me with question on what i was gonna do in canada, where i was staying, on a not so friendly tone as if i was lying.
This is why i now refuse whenever possible to go through the U.S..
As for the Visa situation, it is really a pain, i had numerous companies contacting me -thinking i was Canadian as i list my town as Montreal- from SF or Seattle, then after successful interviews, getting refused by they H.R. department because i'm French and VISA paperwork is either too much or just not even possible for them.
I will say that Canada for the most part has unusually welcoming customs agents (my wife is Canadian). So you may be "spoiled" by living in Canada. Unfortunately, even Canada's openness seems to be changing a bit now, based on my experiences over the past several years.
I'm guessing that you are too young to remember traveling through Europe before the Schengen treaty took effect and opened up the borders in 1995, but as someone who studied in France and traveled across Europe in 1991-1992, I can assure you that you would have been subject to the same treatment back then at the German, Spanish, or Belgian borders. The job of the borders guards is to be suspicious, and 9/11 has only solidified those tendencies.
This seems to be pretty standard. They are trying to catch you on a lie. I don't know about the "not so friendly tone" though. I guess it depends on the agent and what kind of day/issues he is having.
It's regrettable that today skepticism at the border is so general--surely most visitors to the United States, including you, mean no harm to the United States--but there are legal problems with being selective about whom to interrogate, so almost every visitor is questioned.
http://en.wikipedia.org/wiki/Rumors_about_the_September_11_a...
Misinformation: rumors later shown to be false:
[...]
Claims that terrorists entered the United States through Canada On September 12, 2001, Vincent Cannistraro, a former CIA chief of counter-intelligence told the press that five of the terrorists had entered Maine from Canada via a ferry from Yarmouth, Nova Scotia and/or a remote border point in Saint-Théophile, Quebec near Jackman, Maine.[1] The myth was revived again in April 2009 when Janet Napolitano, the United States Secretary of Homeland Security, informed a Canadian television interviewer that some of the terrorist-hijackers who carried out the September 11 attacks entered the United States from Canada. In the same month, senator John McCain also told Fox News that some of the 9/11 hijackers did come through Canada.[2]