That's very odd. I can see why parents want to be protective, but immediately shielding a kid if a male interacts playfully with them seems an overreaction.
It's very common. I have a friend who got the cops called on him when he took his 3-year old daughter to the park one day. He said it took a while to prove that he was a) the father and b) he hadn't abducted the daughter.
Where did that happen? I'm not doubting you in the slightest -- just interested in data points (my gut says maybe somewhere in the South, if this is the US, or somewhere rural?) Also, any factors he thinks might have contributed -- e.g., daughter crying, or does he have a big bushy beard, or was there a crazy parent who had a bad interaction with him, or...? That sort of reaction from authorities is just absolutely chilling, no matter the case.
It is an overreaction, but it's a common one. I'd like to believe it's all horror stories, but it's more than enough to create a chilling effect.