How hard would FBI need to search to see that you have any of the following and to note it? A "hunting/gun" room, a reloading press, more than 1k total of ammo, any sign of more than 5 guns, a "stocked" pantry/ more than 5 days of food and water, books or other material than may suggest a "survivalist" mindset or anything else their training might notice. The only thing I have to hide is my own privacy!
I'd worry less about those things.. Moreso in this case.
Say you have pictures of a nephew, grand child, ect in your house. Maybe they look like the kid that is missing, and they start to profile you because of pictures that any normal person would put up.
I find that much more likely.