Living in a small city right now, I've met many coworkers out of the office. Some of them have threatened to quit their job in the past if I wasn't fired, which they ended up not doing. The CEO called their bluff, even though she is from Chicago and doesn't see the need for people to carry firearms.
Did the person identify as a Pittsburgh police? I've met several different officers during my morning and afternoon jogs in the business district. Some officers/troopers come from other states to visit family in the Pittsburgh area. I've had a Rhode Island trooper curiously ask me what department I'm with and why he seen me 4 times in the past 30 minutes walking the same street. (I was lost... I can never find the right bus stop ;_; )
In regards to Pittsburgh police, they're fantastic people who tend to look up the laws. Many have bitten their tongue around me in conversation as they want to look up the laws themselves, which is great. We need more people like the officers in the PGH PD, who tend to err on the side of caution, not risking infringing on people's rights for a "gut feeling"(mere suspicion).