Tunnels are relatively easy to conceal in urban areas. Building tunnels in desert areas is both easier and harder. Easier for the builder because there is more area to keep under surveillance and your tunnel is less likely to be noticed, harder because aerial surveillance is more practical and change in the terrain at the entrance and exit is easier to spot (details such as dirt disposal and new roads and trails). Tunnels in rugged mountain areas would be much harder to spot.

Keep in mind that there is a ready supply of relatively inexpensive (compared to the value of the merchandise), motivated labor. Given the value of the "cargo" a tunnel that is only used once is worth the cost.

Overall, this will continue to be a wack-a-mole situation. Lots of good jobs and more business for the surveillance industry. But, I wonder if this will offset the jobs about to be lost in the tourist industry. (Why would anyone want to schedule a trip to the US when you risk being declared to be a criminal in mid air, then held in limbo.)