It is not a question of playing dumb. It is a question of knowing what is traded. If you figured a cop stopped you because of what you did, playing dumb helps. If you figure the cops are looking for some fugitives, behaving totally stupid may raise some red flags.

In life, you do have to decide if you want to be a nice guy (and the sucker some of the time). Or be Teflon and then wonder why everyone drops you like a slippery soap. Or be suggested as a person of interest. "Seen any suspicious people? I dunno officer but you might want to ask the village idiot living next door who keeps getting books delivered to him."