You have the right to remain silent.
Police bureaucracies are like any other. They have to justify their existence, so if no crime is committed, or if no suspect is available, they have to make one up. I'm not accusing these cops of framing these people, I'm certain that they are indeed claiming to be terrorists, and they are inded trying to aquire weapons. But I'm sure that they are mostly talk and not much action. Still, I say, lock 'em up. They may be all talk, but it's talk we need not tolerate.
Remember, a crime is not officially solved when you get a conviction. It's solved when you make the arrest.