How would they ever know you purchased any reloading components and any local LE officer could careless in the western states.
When I enter the U.S., I consider myself a guest and as such will do my best not to break any of their laws, even if I feel they are bad laws. Also the U.S. Border Patrol regularly has roadblocks up just before the border crossing at Osoyoos and I sure don't want to be found in possession of reloading components, if they are illegal.
Patrick
