I was told that I'm American too...I think that means that I'm really well off ...
It could also have been a polite way of pointing out that you're from a non-EU country, which makes legally working here much harder than if you had come from (say) Estonia, France or Malta. Or it could have been a gentle way of pointing out something else - there's a sizeable proportion of the UK population that feels that USA authority figures tend to over-react (examples - Rodney King case, George Bush invading Iraq), and that could make any public-facing police position difficult for you. UK policing is seen as concensual, whereas US policing (thanks to TV programs) is seen as much more agressive - they all carry guns, which they routinely wave at people even when stopping them for a traffic offense.
Can anyone tell me why I'm being treated like some Third World Terrorist ...
From what you've posted, I don't think you are, Billy.
I do agree with Janice's post - you might be far better placed in a different role (rather than as a policeman) initially. If you discover you're an Anglophile and fit in naturally, then a move across to a role with a British Police force would become easier in time as you move from a limited period Visa to perhaps a permenant one and in due course citizenship. As well as these logistical issues, I expect that during these initial years you would become far more "naturally British" - using terms like "Police force" rather than "Police Department" in your conversation, for example ... and that would also help you in a police job application, and in policing the British way ... if you don't find that your initial role is even more "you" than policing
Anyway - you're very much along the right road by researching the hurdles you're coming up against; I hope you find a way to make the hurdles work for you rather than against you. Good luck.