Someone carrying a new phone in the original box would need to prove they purchased it in the USA. Discard the box in Canada and it's a lot less suspicious.
Customs are unlikely to find the phone unless they have some other reason to search, or unless it's in checked baggage and there are several.
Some countries do routinely scan all incoming hand luggage, but it's so long since I visited the USA I don't remember if they do.
In some countries visitors declare what they're bringing, so they don't pay tax on that so long as they take it with them when they leave.
“If” is doing a lot of work there. Do you think they’ll slow down airports and port of entries to check everyone’s personal phone? Maybe if you buy 3+ to sell. But there’s congressmen who fly with guns on their carryon. Let’s tackle serious threats first.
You seem to start off arguing that it won’t happen, and you finish by arguing that you don’t think that it should happen, i.e. if you had things your way, it’d be different.