homeland security doing a "routine check" at my workplace, asking for employee info??

apparently before i got to work today (retail clothing store) , homeland security came in and wanted to know if any employees heard anything suspicious regarding the federal building across the street.

they then took down the names/info of the people working, asked how long my coworkers brother owned the store, and other questions like that.

they said there was no reason to suspect anything and that it was a "routine business check".

this just screams creepy & wrong to me, and im not sure i would have given them anything unless legally required to do so. i told my coworkers i wouldnt and they both thought that was ridiculous and crazy of me. but i would have politely (and nervously) said i would prefer not to give any info unless legally required to do so.

is this even legal?

seems like unreasonable search and seizure to me, and of course as an employee, had i been clocked in and on the sales floor at the time i would not have the option of removing myself from the situation.

homeland security SUVs remained parked across the street for a couple hours (which i have seen them doing before) and then were gone.

has anyone heard of this happening? what is the legality of it? would they have given me shit for not talking, or deemed me suspicious ?