paul said:
A cop can 'ask' you anything he wants, you should answer 'am I free to go?' If the cop answers 'no', he believes he has RAS and therefore can detain you. If he answers 'yes', it is a courtesy call. Walk away.
Alternatively, jump right to "why am I being detained?"
It puts the onus on them, since you've clearly interpreted their 'request' as an official act demanding compliance & restricting your freedom to leave.
If they blurt out "you're not being detained" smile & walk away.
If they give a reason, SHUT UP. Eventually they might get tired of playing with you, or you might get to call a lawyer.
All of this, of course, is if you suspect there's some sort of investigation.
At a picnic or in friendly conversation, talk all you want.
As for the official non-response from the supposed supervisor, being in all caps, I'd guess he was ex-military.
Given the lack of satisfactory response, I'd also be very tempted to take the matter up with IA, or the Chief, or the fire & police commission (or whatever the governing board is), or the mayor, or the city attorney...
And if there ever comes a time when we're getting stopped over & over & over, do an ORR.
Document, document, document.
Then contact your elected representatives & complain.