If you care to be the adversary and treat the cop like he has no business asking you to simply demonstrate that you're not a bad guy, then you're highly suspect.
While I respect this train of thought, it has complications in practice. Yes LE has the authority to come talk to you, however, since you are doing nothing illegal they have no authority to detain you and you have no obligation to talk to them.
Granted, yes in most cases it would simply be easier to comply and talk to the LEO. However, this dodges point that LEOs should understand where the line between detainment and consensual encounter is and respect it. The issue is a legal, albeit controversial, activity has turned into cause for detainment in some(not all) LEOs playbooks. Whether its OC, driving down the street, walking through a bad neighborhood, or chewing gum, if it's a legal activity, LEOs must respect it regardless of their personal beliefs and hopefully the training they receive also reflects the difference. In the end no one should have to "demonstrate that [they're] not a bad guy" while doing nothing illegal or indicating they are about to do something illegal.
Note:What I have stated is based on an unregulated/unlicensed OC state(like NV), states where OC is regulated/licensed(like TN) there may be stipulations in the licensing requiring compliance with questioning. Make sure you know the rules/law in your state, particularly if your state lacks preemption or has grandfathered municipalities/counties.