The Train

1. For one reason, there's an important document missing.
2. For another, they know the American agent had it.
3. You are American, therefore somewhat suspicious.
4. If you're wearing that crushed carnation, you might look peculiar to them.
5. Depending on how you handled your 'interview' with the trench coated man, you might have appeared suspicious.
6. Also, if you have been seen outside of your compartment holding any unusual items - a carnation, a briefcase, etc...