Investigated as a terrorist !

I had a visit last month from CID anti terror police uk. When my mom shouted me downstairs i thought she was honestly joking. But no sure enough two police in suits are sat there. One asked me "do you no why where here"? I said "no idea". They then showed me a photo which I'd been enquiring about, and explained there just there to check I'm not a terrorist? Told me about a recent attack somewhere but i didn't even no about it. They then asked why am enquiring about this picture. I told them because i believe it to be manipulated and would like to prove it for my own sanity. We then had a chat about 7-7 which one told me lee i was there the day after and them bombs really did go off and people did die that day. In my argument i said Ive never disbelieved that people died that day, but i believe it was a government sponsored attack. they asked my reasons so i told them about 911 and a video what totally convinced me about 7-7. They asked me to forward them 2 video's, so i did and have not heard back from them since.

How could they think I'm a terrorist?
Should i be worried ?
Should i stop investigating?


Thanks
Lee