It really doesn't matter if they have the evidence to convict you. They can arrest you and put you in jail for a night or 2. You have to pay for an attorney to fight the charges or use a public defender who will probably just advise you accept a guilty plea. You could potentially lose your job. If you have a security clearance that's potentially gone too. Your life can be ruined and when you get to trial a year or so later and you present all the evidence, maybe you are found innocent. At that point the damage is done and it cost the cops nothing.

Also another fun fact is cops in the US don't actually have to know the law they can just claim they thought they were enforcing the law. So they can do pretty much anything up to a pretty arbitrary line of egregiousness and just shrug if told they were wrong and walk away career unscathed.