I think it fair to say that customs and immigration officers the world over do not have much of a reputation for a sense of humour. Travellers who joke about bombs, weapons, drugs or contraband are likely to encounter a very hostile response up to and including refusal of entry to the country. Often preceded by searches of the individual that can be very uncomfortable.
Even those carrying prescription medications are well advised to carry a letter verifying the bona fide nature of their drugs.
They can also be very suspicious about anything about the traveller that is the slightest bit unusual. Like a bit of string hanging from your bottom.