Of course I was perfectly polite ????, even though the experience kinda freaked me out. Also had to show passbook (with the 800k), rental contract, and so on, and they took photos of everything. I'm really just a regular retiree from EU, no money laundering or running an online gambling network etc ????
So to sum it up: I guess it's a good idea (requirement?) to stay put in Bangkok for the 2 weeks until you get your visa (for non-Imm O).