Well what I see is a cop who thinks too much of himself and saw in your situation the perfect opportunity to feel he has a 20cm long cock between his legs.
I don't really know antyhing about the american way other than what I get to see in the movies but at least Portuguese cops are either comfortable with this kind of stuff or they are just too lazy to go and arass a rider who's just trying to pass by unoticed while practicing.
Don't give it too much importance though, it'll probably happen again, one night when no one is robbing a licor store or there's no sh*thead beating up his wife at home, you'll end up being once again the victim of police boredom.
The only issues I had with authorities were back when I was still figuring out how the hell was I supose to get into an hitchiker, I was in a public park so I guess I was asking for it but the dude was so nice about it that the only thing he stated was that how good it was for me to be riding instead of shooting "strange white powders into my veins", which I really aprreciated LOL
Other than that I had a prick of a public servant for the municipal hall who felt like he had to f*ck around with me just because he was meant to watch out for public property which I could damage with my pegs and all.
Big deal, as long as they don't prevent you from riding, you're cool.
Just indulge their need for feeling usefeful to the comunity, be polite and DON┤T call them 'dude' because that makes you sound like a kid, not a 26yr old grown man, who knows the difference between his friends and a guy who can get you in his car and take you for a ride 'till downtown.