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.
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.