They're not in memory until the first unlock, that's why there's the AFU vs BFU distinction for cellebrite unlocking devices incl iPhones.

But as the other person said, they can seize your phone and refuse entry. If you need to travel to the USA annually and you don't want them to see your shit, you may want to have a decoy phone that's not logged into your real accounts or have many photos on it. Just enough to make it believable it's your real phone, but not enough to help them forge anything on you.