They were probably 'smurfing', but maybe not, or maybe you did spook an armed robbery? The nice part is that you'll never know.
The important part was that you saw something unusual, acted in a passive and protective manner upon it, and experienced a non-event. It doesn't get much better than that?
I sometimes observe stuff like that, and will quietly assume a defensive posture of some sort. The only difference is that I never tell anyone what I'm up to, so nobody can accuse me of being paranoid.