People have tried to import all sorts of vehicles through grey market means. The R34 Nissan GTR being a prime example, though it's now old enough that you don't have to resort to trickery anymore. Some people were more successful than others. Some who were otherwise successful had their R34 pulled over, recognized as a grey market vehicle, and impounded on the spot. You're generally not going to win if you fight it.
Why in the world would a grey market vehicle be impounded though? It’s not illegal to drive them. Grey market just means imported through someone other than the manufacturer. Unless you are talking about safety issues making them illegal on US roads then I do not understand the situation at all. Sounds like police overstepping the law once again.