There was no strange bag in the public service announcement. Only "if you see something, say something" and information about law enforcement offices inside the underground stations where the snitches are supposed to go and point out that some weird tourist is taking photos of vital infrastructure.
If you find all this normal, there's something wrong with you. You got used to living in fear. Got used to needing to blend in even if you're doing nothing wrong.
I bet you also got used to those neighborhood watch signs warning you that loitering and cruising will be reported to the police, even if they are not illegal.
You already live in East Germany, you just don't know it yet.