No they don't. What they are doing is noticing things that are out of the ordinary. You do the same thing. If everyone is wearing a suit, and one person is wearing shorts, watch all the heads turn. A black man walking through an all white neighborhood late at night will draw attention from any person in that neighborhood. The same is true if a white man was walking through an all black neighborhood. No different. The police would stop him, too.
I was going to work one morning and, as I got into my car, I noticed my wife's tomato plants had some red ones. Leaving my car door open, I walked to the garden to examine them to see if they could be picked. When I turned around, a policeman pulled up in a squad car. He recognized me but said he stopped because he saw a car with its door open making him wonder if it was a break-in. He then saw this poorly dressed guy wandering around the yard. Both out of the ordinary.
When he saw me, he laughed, and drove away.
I own a restaurant. One night, I got a call from the police that they noticed our back door was slightly open. That's different for two o'clock in the morning. They walked in and notice our cash drawer was missing. Patrol cars were dispatched through the neighborhood, a shopping district where there were lots of people walking around, when they found a guy walking with a metal box under his arm at two in the morning. How unusual.