You might end up arrested since while doing so you might violate number of legislations (e.g. trespassing, as well as immigration rules of Canada or Mexico).
However, you would end up inside the United States, not outside.
That's the difference. Those people ended up outside Argentina, not inside.
They ended outside because they chose to. They could have walked 1 km out and just cross illegally at the unregulated border with Brazil. But as you pointed they did not want to break the law.