Okay so it's like international waters. That doesn't mean that there are no laws there. And the agents -- who work for the US government -- must still obey the laws of the US government, no? And despite it technically not being "regular" US soil the laws of the US still apply don't they?
Otherwise if it's truly a no-man's land I could take a plane trip with another person who I intend to kill, depart the plane and while still in the border control area kill him in cold blood in full sight of everyone there. The US might want to prosecute me, but they technically can't because the law doesn't apply there.
I don't think that my murder example would fly. Do you?