They could presumably investigate you with much greater power outside of the US where you don't have the same rights. I don't know if they could later use that in court, but that was at least what someone argued regarding Silk Road.
"In any event, even if the FBI had somehow 'hacked' into the SR Server in order to identify its IP address, such an investigative measure would not have run afoul of the Fourth Amendment," Turner wrote. "Because the SR Server was located outside the United States, the Fourth Amendment would not have required a warrant to search the server, whether for its IP address or otherwise."
"In any event, even if the FBI had somehow 'hacked' into the SR Server in order to identify its IP address, such an investigative measure would not have run afoul of the Fourth Amendment," Turner wrote. "Because the SR Server was located outside the United States, the Fourth Amendment would not have required a warrant to search the server, whether for its IP address or otherwise."
https://arstechnica.com/tech-policy/2014/10/us-says-it-can-h...