I might sit there staring at someone filming with a video camera too, wondering what the hell they're filming. Especially when they hide the camera everytime someone gets to close. That wasn't in the video you linked to, but it was an additional video from that one.
This just seems like some serious paranoia to me. Nothing wrong with being paranoid, but it looks a little extreme right here. "Why are they watching me? What is the purpose?" Um, maybe it's nothing and you should just ignore it.