Whoever explained this to you has done you a terrible disservice. The border is the border - on one side you are in the USA and on the other side you are outside it.
If there was a strip of land where you are not in a country then how can CBP assert any authority? No, you must be in America. There is no "no man's land," and there is no such thing as "international land" at America's borders where no law exists.
Related anecdote, there is a strip of international land between Egypt and Sudan, neither country wants it. https://en.wikipedia.org/wiki/Bir_Tawil