While awful this is some kind of progress. Wasn't too long ago the FBI would just murder your family if you refused to be an informant for them[1].
"Although the FBI agents told me I could leave whenever I wanted, when the door closed and they started questioning me, it certainly didn’t feel that way."
You should just walk out at this point. Don't talk to them unless you have to and then not without your lawyer present. I think a lot of the harm comes from the fact they think they're close to bullying their victim into submission so they keep escalating their abuse. If they knew from the start it wouldn't work they might not go so far.
I'm not sure what your experience with law enforcement is before, but even if you and I know very well you can "leave at any point" and bunch of other facts, actually doing so when faced with someone like that in real life is really, really, really hard.
You don't want to give them the impression that you have anything to hide, so you try to cooperate even if you don't really want to, and just walking away feels like it would escalate the situation, even if you realize afterwards it wouldn't.
I agree it's counterintuitive to walk out without talking to them. In a normal interaction that would look suspicious and rude. That's why it's good to think about what you would and should do in rare and fraught situations before you encounter them so that you aren't just reacting on intuition or on autopilot if you do.
I think the advice of walk out and don't talk to law enforcement unless you must and then not without your lawyer is good advice even if it may be hard or uncomfortable to execute.
Sure, I added a source. I'm referring to the famous incident at Ruby Ridge where the FBI tried to pressure Randy Weaver into being an informant. After he refused they started an escalating cycle of violence culminating in federal agents murdering his unarmed wife and child.
"Although the FBI agents told me I could leave whenever I wanted, when the door closed and they started questioning me, it certainly didn’t feel that way."
You should just walk out at this point. Don't talk to them unless you have to and then not without your lawyer present. I think a lot of the harm comes from the fact they think they're close to bullying their victim into submission so they keep escalating their abuse. If they knew from the start it wouldn't work they might not go so far.
1 - https://en.m.wikipedia.org/wiki/Ruby_Ridge