That's likely to be a red flag and used against you. Remember, as a non-US citizen, border guards don't have to prove you're guilty of anything. Any suspicion, no matter how trivial or unreasonable, and you have to be able to convincingly prove your own innocence. No electronic devices will probably simply result in them asking for the passwords to your accounts on Facebook, Google, Twitter, etc.

Then all bets are off, i guess.

How am i suppose to prove i have no Facebook account? I really do not have a Facebook account. :)

If they're really interested, they'll probably just Google you. Or use something they purchased for tens of millions of dollars, that simply performs a Google search. If you're an older person, and have no online footprint, they probably wouldn't have stopped you in the first place. If you're young, and have no online footprint, that would be pretty suspicious.