Point of note:
The word "exercise" or "exercising" in this context *means* that you are refusing consent EVEN THOUGH though you have nothing to hide. You *exercise* your body in preparation for the big game. It's is practicing or exercising when nothing is really at stake. Nothing's at stake until the whistle blows at the beginning of the big game, and nothing's at stake in tendering your refusal to consent to a search, in the case of a law-abiding individual, because even if you did allow a search, nothing illegal would be found, and thus the refusal is a moot point. BUT, you PRACTICE exercising your rights, because the SCOTUS says you can. That's the definition of exercising your rights. If you actually HAVE illegal aliens in your trunk, then you're not exercising the right, you're merely enforcing it. So the term "exercising" literally has no meaning *if we were to never do it, even though we have nothing to hide*.
It's entirely up to you, and nobody's wrong or right for exercising (refusing consent) or not exercising. But the key point is, exercising your right should NOT be in and of itself considered to be suspicious or wrong, to an LEO, unless and until the SCOTUS changed the 4A interpretations. If the cop HAS to ask consent, then that means by definition that he has no probable cause, or search incident to lawful arrest, or search for inventory purposes (also incident to lawful arrest). If the cop has no probable cause, then why should you be bothered if you in fact are not doing anything wrong. If the cop says "fine, I recognize that you are refusing to consent, but I am going to search anyway, because I believe that I have probable cause based on x, y, and z suspicious circumstances", then say "fine, officer, go right ahead and search on that basis, but not consent", because then, if you ever need to fight it in court, you *MAY* have a basis (fight, let's say, a trumped up charge of gun possession that is entirely unconstitutional in itself). However, OTOH, if you DO consent, and don't force the officer to articulate (at least later on) some probable cause that can stand up to scrutiny, then you're toast on the issue in court - you have no possible arguable basis for suppression, because you consented.
And the BP's job is to stop the influx of illegal contraband, be it aliens or drugs. But if the agent is convinced that this person is an American citizen out there to shoot, then what contraband might he have, other than say his own supply of pot (if he's a pothead), or some guns for shooting or self-defense - that's not the BP's job because the contraband is ALREADY IN the country, not being smuggled across the BORDER (as in border patrol), so why in the heck is he asking anyway? Now if you're dark-complected like most illegals, and/or don't have proof of citizenship to the officer's satisfaction, or if some independent factor causes the agent to believe that you are an american-citizen-white-coyote, then I can see asking to search. But it sound like in this person's situation, it was abundantly clear that this was not the case. After all, as pointed out, coyotes and drug smugglers, even if caucasion and even if american citizens, don't typically go out in broad daylight and raise attention to themselves, by, let's say, shooting a bunch of guns!
If you consent, great! The officer is happier, and you're happy to (assuming you're law-abiding, and assuming that there are no unconstitutional gun laws on the books in the state in question).
If you refuse consent, great! You're exercising your rights. You can expect the officer to be unhappy, but not have any adverse consequences accrue to you from it. In this case, it sounds like the officer ultimately did a good job, in eventually accepting the refusal,and not trumping up some kind of BS probable cause. We should expect LEO's to be suspicious - that's their job. But we should also expect them to be properly trained in constitutional vs. unconstitutional searches, and recognize that a no is a no when it comes to consensual searches.
In any event, be polite and courteous to the officer/agent. And if possible, explain your reasoning for refusal - that you are simply a student of constitutional law, don't care to be bothered, and are thus merely exercising your rights.
Personally, I probably WOULD have consented in that specific particular situation (then again, I don't do drugs or other illegal things). But if you don't consent, guilty or not, that's your right!
Dang, azredhawk, how long does one have to know you before they can shoot your guns? I always let strangers at the range shoot my guns if they care to. Only exceptions would be if it's a handgun (which is problematic safety-wise, because a noob can put their hand in front of the barrel easily, and turn it past 90 degrees easily), and if they seem pretty noobish to guns.