Similar event in our TN-area church about 3-4 years ago. One of the largest churches in TN. Young middle eastern man found wandering in back halls, asked if I could help him, acted out of sorts, then said he was trying to find the children's area. Led him there and talked to him the whole way, turned him over to a church official and found out later that he told them a completely different story.
It was a Sunday night. He was wearing a suit and tie (rarely done on Sunday nights here) and carrying a gigantic family Bible.
We were able to obtain video footage and turned over to the authorities. Presence of a middle eastern person was not suspicious, in and of itself, because our church has a very aggressive mission focus. The various authorities were alerted, but frankly, we've taken most of our own security into our own hands...