For example, when I bought my Audio Technica ATH-M50X in the US for about $100 (while in my country they were about twice as expensive) I just had it around my neck as I was listening music through it. No one asked a thing.
In all fairness, I went to the US for fun and got a chance to use them at a demo and was immediately sold.
You can also simply hold a knife to a stranger and ask them to empty their wallet.
Both happen to be illegal, however.
If you are not willing to play the game, you will not just be systematically disadvantaged, you will be crushed.
In such a situation, you play the game. You play it because you have no choice.
I've been kidnapped by the police, I've bribed perhaps dozens or even hundreds of people. I've paid off government officials, I've gotten offers to kill my enemies (haven't crossed that line fortunately), etc etc. When the inmates run the asylum, you have no choice in becoming crazy.
Of course, if you claim the 50 iphones in your bag are "for personal use" it might not work as well.
From Europe it is often still cheaper to fly to a different country to buy clothes, electronics, etc. Problem is that you still have to pay the import tax once you cross the border back into your own country.
Hence why many airline crew ran (run?) side hustles of buying and selling luxury goods, since they were (are?) rarely checked at the border of their home country.