I figured it out. Basically law enforcement most likely has what is called DJI Aeroscope. This is something that has been available for years and gives you all the information about your DJI Drone. That is how they showed up so quickly to my house. I did fly over a parade path, which was 2 hours before the parade but they investigate anyway.
The officer even knew what I was flying by saying, what are you flying a DJI Phantom, which was really a dJI Mini. He said he couldn't tell me how they know but said they would know if I fly it again. He also said that normally they would never care about flying it around but because there was a parade they had to investigate. He was fair and left.
He did throw around that you could be charged and even dropped the reckless endangerment charges, this is a criminal charge they can use on anyone really by saying you were reckless. Even if its only a 250 gram drone which you were flying 200 feet up in the air. Usually they would only charge you with this if someone got hurt but they could technically charge you even if nobody got hurt.
I've flown many times from my house without issue, the issue today was flying over a parade path. The police were at my house ringing the doorbell 15 minutes into my flight and while my drone was still in the air. I was inside my house the entire time.
Anyone who flies a DJI is basically being tracked and they know all your information. Just watch this youtube video.
Basically, every fight you do with a DJI Drone is being tracked and law enforcement can easily know everything, your return to home location, your exact flight path, everywhere you have flown, your Email address.
DJI Aeroscope Test - How To Monitor Rogue Drones, a Hands On Test.