Considered yourself fortunate. All are not so. And don't put yourself in a position to say oops I talked too soon.
As far as traveling with SS or FBI agents the majority of us do not. Whats your point?
My point is, when I travel to a place where I am unfamiliar with the people and their laws, I tend to be even more cautious than when I am in familiar surroundings. It's just good, smart policy. I would NEVER, EVER go anywhere with a local and would not rub elbows in a bar with strangers unless I had a male escort. Anything less than that is just not smart.