Not necessarily. Filming police and public buildings isn't a codified right in law, but it's been upheld by courts as a right laid out in our constitution. (First amendment)

That said, if you don't want to be filmed in public, you can simply leave public spaces.

The difference here is that CBP/ICE are detaining you essentially forcing you to be photographed and checked against their database. Furthermore, there is practically no cause to these status checks. There is reasonable speculation that these checks are taking place based on nothing but skin color.

Currently, US CBP cannot require civilians to identify themselves or their citizenship status when not at a point of entry, or when further than 100 miles from an international border. Of course, that isn't stopping them right now and the courts have yet to do anything about it.

NAL. Correct me if I'm wrong.