[Frisco Kid]

Hi everyone. So I'm not sure if this is a weird bug or what. I'm on the quest to take Martin and Jaffre to Cloud Ruler. We're traveling down the road when an Imperial Guard informs me that he's to arrest me because of my "stolen goods". Thing is, I don't have any. The first time this happened I loaded my previous quicksave to check my inventory to see if I had accidentally taken something I wasn't supposed to. No red hand icons on any of my items. So, needless to say, I'm a little perplexed.

Is this a bug, or is this storyline?

Thanks for reading.