There are a limited number of rail crossings they need to work with and it's conveniently on the ground. This company is pitching direct shipper to receiver deliveries via air so getting agents onto the ships is a lot harder and the company wants to drop off directly at customers all over the country meaning no proper port of entry. There are ways to do that but they're regulated as import/export businesses.
Rail lines go all over the country but they check when you cross even if that’s not your destination. I would expect the same to be true here: e.g. an airship leaving Mexico would go to, say, Riverside via a customs stop in San Diego or Calexico.