It's more along the lines of: if a friendly law enforcement officer comes up to you and politely asks you some questions, many people have no problem being polite in return and answering them. Often the officer(s) will say something like "I just want to ask a few things, then I'll leave."
So 1) you'll think that the more you cooperate, the sooner you will be free from their presence, 2) you may fear that if you don't cooperate at all, they may harass you more, and finally 3) they may act like they are "doing you a favor" and so you may feel a bit compelled to do them a favor in return.
Federal agents in particular (FBI etc.) typically go this route. They'll try to build a rapport, "you-help-me, I-help-you", and may or may not subtly imply that if you don't respond they'll return for further questioning. They may even use classic interrogation tactics to make you more likely to answer them.
By simply not being accusatory or impolite, they have a much greater chance of getting the information they want.