I was ordered to leave an ongoing public crime scene in Lisbon (Portugal)

I was on the way from my hotel to a cafe at 15:30 in the heart of Lisbon as I walked up this lane (the link I've given is the exact location) when I saw 3 policemen and 5 kids in one Seeing the scene of the ongoing crime scene, four children looked at the wall on the left as one policeman watched them while two policemen questioned another child on the right side of the street.

I stopped to see, but got fast ordered to go from one of the cops. He said this is how it works in Portugal – and I felt like I would be arrested if I did not go. So I left.

Was the police officer right – does he have the authority to leave a public crime scene?