The body armor would indicate an intention to do battle with the police if necessary and escape the scene if possible.
That whole episode is so special, and that scene with Guillermo, in particular, is uniquely meaningful.
His remarks raised suspicion from the reporter on the scene.
1530s, "subdivision of an act of a play," also "stage-setting," from Middle French scène (14c.), from Latin scaena, scena "scene, stage of a theater," from Greek skene "wooden stage for actors," also "that which is represented on stage," originally "tent or booth," related to skia "shadow, shade," via notion of "something that gives shade," from PIE root *skai- "to shine, flicker, glimmer" (see shine (v.)).
Meaning "material apparatus of a theatrical stage" is from 1540s. Meaning "place in which the action of a literary work occurs" is attested from 1590s; general (non-literary) sense of "place where anything is done or takes place" is recorded from 1590s. Hence U.S. slang sense of "setting or milieu for a specific group or activity," attested from 1951 in Beat jargon. Meaning "stormy encounter between two or more persons" is attested from 1761. Behind the scenes "having knowledge of affairs not apparent to the public" (1660s) is an image from the theater, "amid actors and stage machinery" (out of sight of the audience). Scene of the crime (1923) first attested in Agatha Christie.