Perhaps because individual border guards have the ability to arbitrarily refuse entry to an individual for any reason.  Or for no reason.

If you've been following the news you'd have seen cases of Canadian citizens (born in Canada) travelling on Canadian passports who have been refused entry - one individual was actually told not to try to enter the country without a valid visa (they didn't need one)

Or American citizens (born in the US) who have been detained for hours and quizzed about their religion.  Fact is, that made front page news when it happened to Mohammad Ali's son - no idea how many others who aren't so high profile have been detained.

And if you've been paying any attention at all, you'd know that even after Trump's original travel ban was struck down by the courts it was still being enforced (somewhat inconsistently) by immigration officials.