I think the problem is you don't understand the nature of his job.
For example, he must carry an up to date log book that specifies in detail everywhere he's been in the last 7 days. This has nothing to do with immigration per se, but it is an absolute requirement. Not having it will get you arrested if the police feel you are intentionally avoiding the ramifications of that requirement.
Another example would be a multitude of permits and licenses that are a requirement to drive interstate. As I recall...and I admit it's been quite a few years, Arizona is a comparative pain in the ass about licensing.
I'm not going to try and list all the documentation required. Suffice to say it's significant. Now to relate that to what I said, if some guy pulled into a weigh station and was only carrying some sort of driver's license, it would be easy to conclude he was either a retard or from another country and unaware of the specific laws.
When I was driving a truck about 30 years ago, I had to carry a book of permits that was about 150 pages long. And I only had it in book form because the company I drove for ran a lot of trucks, and spent a significant amount of time and money putting it together. Smaller companies had individual permits.
If he was near the border, or near an area that is known for smuggling, I can think of many reasons he would be held.