I'd be inclined to ask them what they're specifically interested in. I can end the interview at any point. Most of the time, they're simply looking to find out why certain things have been done, and with most of us, that's going to be easily explained.
Should we have to explain? Well, let's look at it like a traffic stop, in which the officer asks certain questions. You generally don't have to answer them - but now you'll have created something for which there was no need. A lot of times they might be looking to find out why you're in a particular area when you don't live/work around there. It helps them to know what's going on - and if they were doing it in OUR area, we'd appreciate their diligence.
Now....do I trust BATF? Not as a "blanket statement", no. Because like any other agency/group, a few cowboys can make it run amuck, which is what I view them during the time of Waco (where, at the time of the "raid", the violations the BATF cited were violations of STATE, not Federal law - and they therefore had no enforcement authority) and Ruby Ridge.
Everyone is human - and if you get a cowboy that is considered to be "good", he can go off the deep end. Problem being, a good, dedicated and imaginative agent looks a lot like the cowboy - and he may NEVER consider going beyond his range.
So, yeah - I'll speak with them within limits without concern within certain boundaries. Beyond there, I'll politely tell them I intend to end the interview until such time as I have my attorney present. The BATF agents I've encountered in recent years are far more open-minded and reasonable (within their boundaries) than what I've seen in the past, IMO.