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Here's a not exactly on-target but related anecdotal experience.
A German friend entered the lottery several years ago, was accepted, and obtained a green card. A year or so later he changed his mind about emigration to the US and returned the card.
He's visited the US several times since as a tourist. On his first post-green card tourist trip, he endured a slightly-lengthened interview at the US border 'tho he was not taken to secondary. His subsequent entries to the US have been completely smooth and without issues.
