Call the FBI and your local LEOs and report this. It is probably nothing (I remember seeing a family off in the corner praying to Mecca years ago in Madison square garden) but you have a bad feeling and that is enough. Look they say “if you see something say something” and I think you should do that.
Better yet, report him to OSHA. His boss is making him brew WMD without the proper protective equipment. I’m sure OSHA has a SWAT team they can sic on him.
As long as he wasn’t carrying a clock in a briefcase...
I think a lot of these guys walk around trying to look suspicious so we’ll say something to the authorities. When it turns out to be nothing the person who said something gets ridiculed. Even here on FR