> This is foolish. They're not there to pop in and say hello. They're doing their job and cooperating with that work is not in your self interest.

If they are investigating a crime (past or ongoing) that they believe you may have information about which has harmed, is harming, or may in the future harm your community (and, particularly, you specifically!) cooperating in their work may indeed be in your interest, whether you actually have useful information or can let them rule out that you do without raising new suspicions.

Of course, you don't know that that's the case when they come and talk to you, and if they are targetting you, its not in your self interest to cooperate. But just as it an error to neglect the possibility that you might be the target, it is an error to neglect the possibility that they might be investigating something that, if there work is not done, will harm you.