The reason is because I tried sending a small donation to a Russian owned website from Coinbase and Coinbase stopped the transfer and they forced me to answer why I was trying to send money to a USA sanctioned bitcoin address.
Is it at all possible that those odd .00001 BTC is the FBI trying to watch me or would they have better means to do that?
I doubt FBI would do that, when they could just ask for your data from Coinbase, other financial service you use or blockchain analysis company. And AFAIK there are ways to obtain such data without warrant.