You have a duty under your policy to cooperate with them. They may want to rule out your involvement in the theft. If you do not give them the info you could lose coverage for the theft.
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Yes, your insurance policy requires you to cooperate in their investigation, so these probably aren't unreasonable things for them to ask for, especially for a large claim like a car theft. If you think they're being unnecessarily instrusive, you can refuse, but they'll likely consider that an unwarranted refusal that voids your coverage.
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