The only reason that makes sense would be that the agents didn't want to have any official record of the incident at all. Now, if this was all on the up-and-up, having some "been there, done that" in the official record is a good thing.
So why wouldn't they want an official note of this in their records?
Because they weren't on the up-and-up, and something like this on their records would lead to questions they didn't want answered.
What the specific reason is, I don't know.