Sounds like typical shady door to door burglar alarm sales to me. It doesn't mean they are about to steal all of your shit, although that might be in the works too.
I get calls damned near daily with a recording telling me the FBI is warning me that there have been break ins in my area, and I have been selected to receive a totally free alarm system. I can get an alarm system through my company including all the whistles and bells with video monitoring for $10 a month (burglar alarms and monitoring are one of my companies products), I haven't bothered.
ETA: As others have pointed out, the offer is likely for a very basic, very inadequate alarm system, but they will upgrade it for a charge. They really don't make money selling or installing the hardware, they make their money with monitoring, which will require either a home phone line or an extra monthly fee for a cellular connection.