What's up with this police behavior?

When driving in my town tonight I was almost cut off by a cop making a left. He stopped and pulled out behind me. He followed me for a few minutes. When we hit double lanes he switched lanes to follow a car with their blinker stuck on like a drunk or old person. He followed them into a strip mall. I entered the next county boundary and went into the Walmart there in a nearby plaza (on the same road a few minutes down.) I passed by more than a dozen stores, but most were closed being 8pm on Sunday. I parked in a cluster of cars and was in for 5 minutes buying three things. When I came out my car was sitting in a big empty circle of parking spaces, except for one car, a cop car sitting idle in front of my car like an "L". I unlocked my car for my friend to get in and then the cop drove off as I put stuff in my trunk. I noticed as he drove by it was a cop car from my town and I think the same one as earlier. What was his deal? What would be the reason for searching out my car? My cops aren't crooked...when I worked in sales at a local mom and pops store by myself they used to sit outside in my parking lot when I locked up at night to make sure I got into my car safe. Now, I'm a little older and they always appear driving slowly by me when I'm outside my house doing yard work. This past September a cop stopping, pulling over, and watching me for several minutes. I got performance anxiety and went into my house till the cop left shortly after. I have no criminal record. I stopped speeding years ago and they never gave me tickets when I did. I don't do drugs or alcohol. I don't dress like a call girl. Why are the cops from my town picking on me? When I see a cop car I can only look at the car and not the cop because it's a cop car and I get hung up on the fact that it is a cop car. I can't identify the cops themselves to know if it's one or several different cops scoping me out. I did know 2 from the department, one from HS and one a former co-worker. Several others know me from being customers while I worked in sales. I don't approach them for people have told me that police are trained to take that as hostile. I don't want to be shot when I have no health insurance. What would set me aside from others in my area to get that kind of "big brother is always watching treatment"? No one I ever spoke to received it. I'm a 30 year old 102lb 5'5 white woman, with a flat chest and a big bum. How threatening can I be? (That is a rhetorical question.) What would warrant police scrutinizing me? What could I do to fall out of their radar and blend in with my local community?