I'm wondering if they saw something they shouldn't have.
There's an article that quotes the lady as saying along the lines of, "We heard about prior criminal activity on the lake, but hadn't heard anything recently."
Ok, I know we can't live in fear all the time, but-
If I'm about to jump in a lake (as I've been asked a time or two) and somebody says, "Hey, don't forget about the Mexican Lake Pirates/Banditos/whatever" I'll be rethinking my lake activity.
Partially submerged church (on the shores of a lawless lake) = Treasure Cove en espanol?