Generally speaking, the safest thing to do is not to rock the boat. If you're asked to leave - just do it, and be civil. In fact, the less civil they are to you - the better it makes you look. As far as arresting. Unfortunately, if a police officer wants to - he will, and then think of why later. Disturbing the piece, criminal damage (if they find brick on your bash plate for example), no lights, blah blah. They could even confiscate your bikes. It really isn't worth arguing. As gut-wrenching as it feels, you just have to play nice, and play the game.