It seems more like they were looking for a specific person, instead of trying to intimidate directly. I'm aware of how intimidating this must have been, but they didn't say things like "show us the photos you took", or "don't discuss what you saw or else", or anything like that. She was already going to be leaving the town...
Or did they maybe want to catch her in the act of having sex with someone so they could blackmail her?
There's a strong implication that she suspected something else nefarious was being planned, which is why she kept turning down "too obvious" offers of exactly what she was in town for- but based on the behavior of the police who presumably did whatever they intended to do, it's not clear to me exactly what nefarious plan she wound up avoiding.
All in all, this is more confusing to me than anything else.