Exactly. It's not Customs who will have issue with it. The customs officers that you speak to at the point of crossing are not well versed in wildlife rules, so if they are unsure about an animal being imported or exported, they will refer you to Fish and Wildlife...which means a delay. Contacting the proper agencies on both sides of the border before you leave will ensure that you have the proper documentation and will reduce the likelihood of the officer sending you for further inspection.
That being said, officers on both sides of the border can and will require additional screening, interviews, delays for any reason they see fit...even if you have all of the required documentation.