From your further description:
> We are not religious (at all). We do not attend church, synagogue or mosque. We are lower middle class white Americans born and raised in the USA and have never traveled outside the country.
Would not the FBI have been able to any amount of background searching (read: further electronic information gathering), that would be less effort-intensive than getting arranging a 'threat assessment' coordinator from throw_away_dgs' actual workplace and a local police officer for an in-person door-knock. If such background checks were performed, then they either don't have much data or their threat weightings are set to red-scare levels of paranoia. Either way, it's scary.
Unless there's more to the story.