If the police say "what's this bat for" and you know you only use it to play baseball then you should say that.
If they ask and you say "I'm not saying anything" then they have enough to arrest you and take you to the station.
This supports your point: in England it's often a good idea to talk to the police.
Well yes that was the situation described that I was replying to.
> you have a self-defence baseball bat
If the police say "what's this bat for" and you know you only use it to play baseball then you should say that.
If they ask and you say "I'm not saying anything" then they have enough to arrest you and take you to the station.
This supports your point: in England it's often a good idea to talk to the police.