If an official government employee is already apparently breaking the law and also threatening you personally, you need to ask yourself whether they'll worry about continuing to break the law in order to make good on their threats.
Note that none of the people that coerced Mayer into breaking the law have been disciplined or even named, so I guess they didn't need to worry about such things after all.
I've heard EFF and corporate lawyers advise people to never speak to law enforcement under any circumstances. The reason is that the police are allowed to lie about their intentions and the facts of the case, and if you say something that is incorrect, you can be prosecuted for lying to them.
So, for example, they can spew a bunch of lies and trick you into incorrectly speculating ("Since Jim was waving that gun at you, then I guess he really did buy it after all"), and then later, you need to prove (probably without the benefit of a recording) that it should have been clear to the officers that it was just speculation, or you go to jail.
Their advice boiled down to politely and repeatedly respond with "I want my lawyer". At least one court has ruled that failing to respond at all to a question (even after repeatedly asking for a lawyer) means that you're now responding (perhaps with body language) and the interrogation is therefore admissible.