I'd be more worried that they'd install NSA-grade bootloader-compromising malware capable of surviving anything short of JTAG-reflashing everything from the motherboard BIOS to the hard drive, videocard, and network card firmware, and turn my kick-ass laptop into one that mysteriously crashes for no apparent reason thereafter, even after I've reinstalled Windows multiple times (without even getting into the fact that it would be permanently compromised from a privacy and security standpoint). Think: Sony rootkit on steroids, with the nearly-unlimited of the US government and support from the legal system behind it (for the few who don't know, Sony's rootkit was distributed as a file that auto-ran if you inserted certain audio CDs to play them on your computer. It literally REFLASHED YOUR DRIVE'S FIRMWARE to disable functions used by ripping software).
The question isn't whether the NSA has malware like that. They absolutely do. Google "Advanced Persistent Threat" ("APT"), and know that it's common knowledge that the US, Russia, Britain, China, and Israel (plus countless more) ALL have state espionage agencies with the resources to develop and deploy APTs... and they actively do it every single day.
The NSA is full of self-perceived super-patriots who've willingly sacrificed every shred of their own privacy, and see nothing wrong with inflicting large-scale collateral damage to American citizens' computer hardware in the holy name of protecting the American homeland from any threat... major or minor, real or perceived. To their mindset, if deploying malware to the laptops of 14 million American citizens crossing the border in some given year causes Windows (or any network hardware that might be subsequently used by those laptops) to occasionally crash for no apparent reason thereafter, but enables DHS to prevent a single terrorist attack, it's 100% worth it, and as far as they're concerned, anyone who thinks otherwise is an evil commie terrorist-loving scumbag who hates America.