I'm pretty sure I heard somewhere early in the video once he is in the cop car the officer asks "Why did you even have it" or something along those lines and his answer was "I don't know these guys."
Still not a good reason. But we have to remember that a lot of these players came from nothing, and their salaries are public. Even making a shade under a million a year makes them an easy target for people from their past. I can understand their paranoia, at the very least.
In other news, based on the voice of the cops, it's confirmed that anything south of Cleveland in Ohio is basically Kentucky