Some California state routes are like that (CA 7 and CA 111), and I've truncated them to start north of the U.S. customs station. Others aren't, like CA 188, and CA 186 (where the End CA 186 sign is south of the last chance to turn back before entering Mexico), and I've treated them as starting right at the border.
Truncating AZ 189 would break the connection (shown in TM) with the Mex 15D toll road west of Nogales, whose north end was placed at the border.