From what I saw on the news, the terrorist was sweating profusely despite the frigid air while he was being questioned by Customs. The Customs Inspector of course became suspicious.
But this is on a ferry. The customs inspections on ferries (at least here in Washington) are (or were) so lax as to be laughable. That is likely part of the reason they chose to use a ferry to get into the US. This particular ferry run is pretty short, too.
If the terrorist got sweaty when asked a few simple questions, then he really is an idiot to have tried crossing at all.
Tuor