I expect everyone with access to personal data do the same.
Police can rob you, rape you, or murder you in the street and even if it's caught on camera they can still face zero meaningful consequences for that. We've certainly seen it happen. They can also arrest you for something like "obstruction" or "contempt of cop" and that's something you'd have to spend time and money on fighting later in the courts. Ongoing retaliation is something else to be concerned about.
In any case, the can certainly do a lot besides "trying to frighten you"
Respecting privacy should be a tenant of law enforcement, since that’s like one of our rights or something, but cops and police unions have been operating outside of the law for their entire history in the US.
Obligatory ACAB