This is a naive and unfortunate attitude. You have a right to go about your business without being stopped and questioned, unless the police need information from you.
I was stopped one evening by a police officer, who was immediately joined by another. They asked for my ID and asked me what I was doing there. (Crossing the street to go home on the other side of the street.

)
Meanwhile, they attracted a nice crowd, everybody staring and wondering what I had done. Nothing to lose ... except my reputation?
On another occasion, two officers stopped in front of my building where I was sitting on the front steps and asked if they could speak with me. Sure. Got up, walked over, both stayed in the vehicle. Looked from a distance like a friendly chat.
There is a right way and a wrong way, and for an officer to decide he can treat anyone like a suspect, even when he hasn't got any particular crime in mind, is not good.