I have honestly though I'm reluctant due to a mixture of laziness, apprehension and stubbornness. I'm disinclined to waste my time with them when I have more important things to do, although I may just be assuring myself of that because really I'm also I little worried that I might open I can of worms by going over there, starting with first and foremost how does one politely bring this up.
'Hey I've notice you photographing my house...'
Or
'Hey what up with the torches at 11 at night...'
Or
'So ah why were you standing in your yard the other morning watching my house...'
Since they run when I come outside I doubt they want to talk and maybe it's not that they have an issue with me, maybe it's that their planning to extend their garage and don't want to field my perceived nosy questions. Regardless though it's been my experience that people usually go on the defensive when you corner them in their homes.
Finally I'm kind of stubborn about it. I think if they have concerns they should be adult enough to stick their heads over the fence and go hey... Where are you planning on putting that coop once it's finished...
Also too I'm still not sure their weirdness has anything to do with us... Which means that I'm kind of being the nosy creeper and I'd prefer not to call attention to that.