The Border Patrol has had several permanent checkpoints on I-10 and I-25 since at least the early 70s. They are looking for illegals, smugglers, and any other criminals. I've gone thru them hundreds of times when I lived in West Texas and all I ever was asked was my citizenship. I always thank them for doing a good job!
These BP agents work long shifts and put up with a lot of mouthy people, then have to drive 50-70 miles home afterwards. Be glad they are there as they are working to protect us.
If you've been hassled, then you did or said something to deserve it!