Yaniv seems to be one of those people that thinks he's more charming than he is. He's boasted previously about having good relationships with the Police and I wonder if in his addled mind, he decided he could try and explain it all away.
If the Police were smart they wouldn't have challenged him, just nodded sympathetically, tell him he's very brave, kept asking him questions and let him hang himself.
Also there is a certain trend in policing where if they're standing in front of someone investigating a complaint, it can help the stats (if they're recorded in that way) where say instead of just investigating a single potential offence of having a prohibited weapon, they could also be investigating the same suspect for Child Porn. So two recordable offences, with only a small increase in man hours.
An extra attraction for the Police, is that Yaniv isn't some homeless vagrant (yet) that they have to track down to question. They know where he lives, where to issues summonses to , other than the fact he's trans (and a protected group) he'd be the perfect mark for a lot of policemen.