Maybe they have a mental condition or some kind of anxiety that makes them whistle. In itself whistling and walking on the sidewalk with other people isn't a crime. As for him running after someone chased him - not an admission of guilt of course because he might be afraid that some crazy guy chasing after him wants to kill him.

I am curious what the police said when you made a report to them?

I should point out I believe I may have run into this issue as well one evening a couple months ago when I was on the Louise bridge. Thought it was odd that there was a fellow whistling quite noticeably but not seemingly directed at anyone on the bridge.