Because you show up with nothing on you, and there’s no way to prove that the backups even exist. Especially given how often people travel with blank/disposable phones.

Just as the border guard can’t require you to fetch something from your house before entry, they can’t require you to restore from a remote backup that they don’t even know about.

Wiping under duress is unlawful and could lead to prosecution in some juridictions.

On the other hand I don't know of any juridiction that force you to carry all the personal data in a single device when crossing borders. It would moat likely not even be possible.