“Why are you filming?”
When I was a kid during the last decade or so of the Cold War, I remember that one of the reasons we were told that the Evil Empire was, well, evil was their total lack of civil rights. The popular phrase used to describe this was “papers please” and suspicion of anyone taking pictures of landmarks for being a Western spy. (Because clearly, covert reconnaissance would be done by somebody in broad daylight with a big camera acting in an obvious and open manner.)
But then the West won the Cold War in a victory for the strength of open societies.
(For the record, public photography is not generally illegal in the US, either, though you might need a real lawyer’s help sometimes. I’m not one.)