Trust your initial instincts. It's too easy to talk yourself out of something by rationalizing, as there are always alternative reasons why something isn't as you saw it, or believe it to have been.
Report it to the local cops and the FBI. Don't depend on either to inform the other. We pay these people to protect us, so who cares if they get ticked about your report or don't get ticked. Report it.
I always loved it when someone stepped up to the plate and reported something. It was like we were a team trying to do something.
Believe me if we're ever going to be as safe as possible, we all need to step up and report suspicious incidents and events.