While I'm not going to speculate on why they wanted to come in, there is such a thing as a cable RF "leak". When a cable, typically a trunk or a bridger/line extender feed, gets some mechanical damage, a damaged shield, or a boogered connector, the RF can leak into the surrounding environment and interfere with broadcast signals. Once, long ago while as a cable tech part-time while in college (electrical engineering), we kept getting complaints from Dobbins Air Force base about some TV audio interfering with a CAP frequency. It turned out to be some holes in a trunk line on the main drag outside the base, that was shot with birdshot (presumably by base personnel shooting nuisance birds near the runway?!?). Sometimes if a cable gets boogered real bad the 60V, 60Hz power on the coax for powering amps gets on the shield and into customers's drops, causing the possibility of a shock.
If you are in an apartment or condo, it is not beyond the realm of possibility that there is a boogered feed somewhere in the building's walls that they are trying to find. Do what you want, but it might not be unreasonable to take off your tinfoil hat and see what they want (JK). Just disconnect and hide your "pirate" cable box before they come inside! [:D]