The Police States of America?

When I was younger, I enjoyed watching Doctor Who. At the time, it was just campy science-fiction fun. But as with many things that you don't think very much about, there is sometimes wisdom hiding there in plain sight. Brigadier General Alastair Gordon Lethbridge-Stewart (portrayed by Nicholas Courtney) had a recurring line that still sticks with me. As the situation around him spiraled into yet another alien-fueled catastrophe, he'd remark: "I didn't know when I was well-off." Americans, I've learned, are experts at not knowing when they are well off.
In the next suburb in, Lake Forest Park, Washington, there are a pair of demonstrations that occur on a weekly basis. Every Saturday morning, from about 10 to 11 am, a small group of people gather, to wave the American flag, and call for the public to support the troops in (primarily) Iraq, and to a lesser degree, the Bush Administration. From about 11 am to Noon, a second group, normally larger, gathers to protest both the war and the Bush administration. Every six months or so, I while away a Saturday morning going to watch the show, and see how people react. Now, when I go down to the rallies, I commonly take a digital camera, and get some pictures. I do this because I, as a member of the general public, find this regular performance of "activism theater" to be quite interesting, and worthy of being remembered.
The activists tend to react my presence (and that of my camera) with clear alarm. I get innumerable questions about who I am, and who I work for; and one day, one of the activists took every opportunity she could get to take my picture. This has lead me to think of the peace activists as, in general terms, somewhat paranoid. Perhaps interestingly, there are those among the peace demonstrators who find themselves paranoid. One of the women there told me as much herself. Further, she said, she wasn't herself paranoid until she joined the group and began attending the rallies.
I find their paranoia to be, frankly, fascinating. The United States isn't, in the way that most of us understand the term, a police state. While there are certainly missing persons all across the country, the idea that the Federal government goes around rountinely "disappearing" citizens that disagree with established policy is considered, quite frankly, a symptom of psychosis. And the activists themselves will tell you that none of their number have been disappeared, beaten up, hauled away in handcuffs or even harassed for having a public gathering without a permit. I understand that they fear retaliation, but I don't understand why. I don't understand what they are doing that would make the Federal government think them enough of a threat to actual do something to silence them. Part of me feels that they're actually indulging in wishful thinking - that they hope for a public overreaction that will rouse the citizenry to action, even if it makes them martyrs.
On the other hand, I think that perhaps they just don't understand that they do have a certain amount of freedom - but that we've become so used to never having to even think about negative consequences for many of the things that we do, that even the hint of them evokes a remarkable level of fear.