Here's why:
* Common nouns refer to general things or concepts. They are not specific to a particular person, place, or thing.
* Proper nouns are specific names of people, places, or things and are always capitalized.
While "Southern Border" might be used to refer to a specific geographical boundary, it's not a unique or official name like "U.S.-Mexico Border" or "Rio Grande."
Think of it like this: "border" is a general concept (common noun), and "Southern Border" is a general description of a type of border (common noun).