Unlike the USSR or China, it isn't illegal to posess photographs of nuclear plants, refineries, bridges, etc, so there wasn't anything to hold them on. The peril, and the cost, of living in a free society is that it is free, and even when every instinct is screaming that these people are up to no good, without a legal way to hold them the FBI is pretty much helpless. I'm sure the cops were looking pretty hard to find something to hold them on, but must not have found it. If they are what they appeared to be, we're in trouble.
(Unless Janet Reno is in charge, in which case the law and Constitution mean nothing.)