[Blueface]

Pete,
We use lots of investigators in our fraud investigations.
The very last thing any of them will ever, ever do is tell someone the true reason why they are there, specially any information on the party being investigated. That can lead to privacy issues and result in potential slander and defamation charges.
As such, mum is the word usually.
If on public grounds and one is concerned, notify the police and let them investigate. If they are the police, well, life goes on as doubt they will share the reason for activity and tip anyone off.