They ask these questions to me all the time and I'm a (non-dual) citizen. The EU and especially the UK is more intrusive about their questions. Switzerland is/was the least intrusive. China never asks me any questions, but Thailand and Japan might.
My experience in the EU is that, even for EU citizens, the UK and (a somewhat distance second) Spain can be quite intrusive. For the rest of the EU and Switzerland, they almost never ask anything.
But I definitely agree that China seems to be the "easiest" in this sense. No questions at all. :)
When I crossed over from Kazakhstan into China I got the most thorough luggage search I've ever had (never been to the US). Everything taken apart and went through; I was carrying the card game Citadels and had to struggle a little to explain what it was (my fault - I speak neither Kazakh or Russian nor Chinese, he spoke a little English). It was all very professional and courteous, and actually over quite quickly, but it was thorough, and having soldiers in uniform going through your stuff while you stand there in your pyjamas is always going to be a bit intimidating.
I've only ever had my luggage searched at customs in the states...multiple times, very thorough. I think they were looking for pirated DVDs or something.
It was only afterwards that I realised I'd been reading the hunger games on my kindle at the time (which they did get as far as turning on); pretty sure that's illegal. Oh well.
I have never been asked a single question at Swiss immigration (at Geneva airport), but its been 5 years since I lived there. It was just wait in the foreigner line for about 5 minutes, get through.
