I was talking to someone from Canada recently, and it seems like US border agents make "jokes" like "Oh, soon you won't need that to cross the border, as you'll join us". Is that common in the US?

Probably the usual 1/3 of Americans who drink the Trump kool-aid. I live south of the border in New York state, and I've seen no support for that rhetoric. But I actively avoid Trump supporters as I don't have time for that.

I've joked about that sort of thing before, but wouldn't now. I'd assume someone was a weird MAGAt if they were making those jokes unironically. Especially people doing official jobs like border patrol agents, that's messed up.

I live very close to the border, and most people I know are disgusted by the thought that Trump may try to force the issue
I'm sure that has nothing to do with neighboring Alberta, though /j

I live in Western NY, on the shore of Lake Ontario, and I haven't noticed anyone around here talking about annexing anything.

Several years back (pre Biden) spouse and I crossed into Canada from NW Minnesota. Canadian border guards were friendly and inviting. Returning was difficult. US border guards were authoritarian and pompous, taking their sweet time to let us return home.

I've been back and forth across the USA/Canadian border multiple times in my life, the most recent time was sometime in 2019 (I live further away from the border now, so I haven't been across in awhile). I can say I've only met ONE US border guard that wasn't an absolute power tripping cunt. So yeah. I can imagine one of them making a "joke" like that.
The Canadian guards were always professional, many of them friendly even. Thankfully, I do not see that sort of rhetoric around me where I live in the US, however, I tend to avoid MAGA morons so your millage may vary on that front.

I just crossed the border down from Vancouver a couple times this week and was not treated to such jokes.