It's best to do that for things they have the right to do. Trying to resist being questioned or having your stuff searched is a fool's errand. They'll make it happen one way or another.

But I'd never unlock my phone for US immigration. That's my whole life on there, and they don't have the right to compel me to unlock it. Even there, be polite. You can say "no" politely.

Where this guy went wrong was actively wiping his phone. That's no good. What you do is put your phone in its most secure state (generally powering it off) before you reach the immigration desk, and then if they seize it, you have to trust its security to keep them from getting into it.