Nothing bad happens in the post.

So, I have ordered something to Amazon locker for the first time.
It was already dark outside, but still just 19:20, so I went to pick up my parcel.
I got to the locker at around 20:30 (you see, the nearest locker isn't that close), while suddenly, I hear a car stop behind me, and I hear some German.
"POLIZEI", the car states.
Now, I don't speak German, but thankfully they spoke English.

"Where are you going?"
"To the Amazon box."
"Are you from [city]?"
"Yes."
"...OK..."
He sounded a bit confused/surprised, but it's just a 4km walk from the last bus stop at the other side of the border.

Well, I didn't wait after the OK, and just resumed walking towards the locker. They however stayed there, watching me.

"Well, this thing better be working.", I thought.
I typed in the code, doors opened, and the Police drove away.

I searched around if for some god knows what reason Austria has a curfew, nope.
Finally at last, while waiting for a bus back, I tried checking the locker on Amazon. For some reason, this is not stated on the order page. So, I go to my addresses, click to add a pick-up point, search for this locker, and would you look at that.
Open till 7pm.

But, like, why? It's just next to a parking lot, a few meters from the sidewalk. No locks, gate, anything.

So you are in Austria and close to the border, or in a neighboring country and ordered to a locker in Austria? Is the locker on a private property that is not open to the public after 7 and that is why they were asking? Do you have an idea why he was confused to hear you are from a certain city?

Just ACAB stuff, really. Interjecting themselves and causing conflict where nobody asked them to.

So you are in Austria and close to the border, or in a neighboring country and ordered to a locker in Austria?

In a neighboring country. We don't have Amazon lockers here, and the international delivery is just way too damn expensive.

Is the locker on a private property that is not open to the public after 7 and that is why they were asking?

Probably. I noticed a private property sign after they stopped me, though it didn't have any times on it. That's all I could tell from it. "Penny", "privatplatz", and some other text, but no times. I tried to check it on street view, but the sign wasn't there yet. Just a regular supermarket parking lot.
But also they just left without any warning, so maybe... ?
The police was roaming around there a lot, as if they got paid by the mile. I mean, if something bad happened I wouldn't have to call the police, just stand next to a road and wait 5 minutes.

Do you have an idea why he was confused to hear you are from a certain city?

I am not 100% sure he was confused, but it was a quieter, uncertain OK or "oh". Perhaps he didn't expect someone going there at night just to pick up a parcel.

Edit: Screw it. This needs an image, otherwise it sounds like I just broke into some parking lot:

Locker is on the left side of the shop. I don't see why there are opening hours for that thing.

Yeah that doesn't really look like somewhere you're not supposed to go at some time. Maybe not want to, if it's dark and there is no one else there. But at least the police is keeping an eye on things.

otherwise it sounds like I just broke into some parking lot

Didn't mean to imply that, just trying to imagine the situation