Actually, I'm acting like you said that, which you have. You've claimed that it is necessarily the case that the FBI is investigating a crime by virtue of the fact that they are criminal investigators investigating something. The thing the FBI said they're investigating is a protest. Ergo, you are saying the FBI is investigating the crime of protesting.
Going back a few comments, you wrote
> They're investigating a crime
That's not true. You have no reason to believe they're investigating a crime. In fact, there is reason to believe they are not investigating a crime because they said they are investigating something that is not a crime.
> "We came out here to ask you questions regarding a protest that happened on the the 11th of June" -- Sounds like textbook investigative work to me.
Investigative work, yes, but not of a crime.