[zerr]

> it says in the terms that they can deny it for any reason with no questions

Same goes for any visa.

[Kurtz79]

But in the case of a normal Visa, a certain amount of vetting is done beforehand, although you can still be denied entry.

To get a J1 I had to deliver quite a few documents and go the local US embassy to do an interview there.

An ESTA you can do literally 10 minutes before checking in (I did it once), I doubt anything else than a few basic automatic checks are done.

[zerr]

I believe the border control personnel act as if that vetting hasn't been done at all. All in all, I think this path is worse, since you get denied to entry after a long flight, and you have to flight back...