We live in a world where enemies do not identify their associations, and terrorists look like regular dudes except their shoe has a homemade bomb in it. How do you prevent such a threat? I can't think of any other way than to just watch out for people doing things they don't normally do, trust your gut and question them (as a police officer or security guard).
Parkour is still widely unknown and practiced by a tiny minority, and if an officer sees someone climbing a building, there's a good chance the person isn't doing parkour and is actually putting himself/others in harm's way, trying to commit suicide, trying to break into a place unlawfully, trying to steal something, etc. They do not know your intention and that you mean no harm, they only see your actions and what those might be implying. Can you really blame their interpretation if it was your job to protect the peace? How does he know that a thug didn't go out and learn parkour for the sole purpose of robbing a place?
Police and security guards are making your life safer. We should be thankful for them putting their necks on the line to some degree and protecting yours, even if it inconveniences our lives a little from time to time. If you climb down, speak respectfully and intelligently about the art of what you do, do not argue, and then move along if asked, it is going to be good for parkour. Now that police officer next time he sees you will be less likely to see what you are doing as suspicious and may not question you or ask you to leave so quickly. Eventually it may become more accepted, but if you are disrespectful to their face or even in your heart, parkour may very well be killed completely in your community, and signs that say no skateboarding, etc. will include parkour, or it may even become outright illegal. The future of the discipline is in your hands, and we must work with the community to embrace it. Some cops might know about parkour and still even treat you disrespectfully. It's in those times that we are truly challenged to make our movements quiet and efficient in terms of being respectful even if it was not deserved, because otherwise you will only be proving what that cop already thinks about parkour instead of proving him wrong.
I'm sure lots of people see parkour as similar to skateboarding, and honestly I've known so many skateboarders who intentionally incorporate disrespect as part of their culture, and even pressure others to follow suit. Why wouldn't police see the same thing in parkour unless we go out of our way to present it differently?