What made you feel like a criminal? Buying a home is fairly straightforward and has almost no state verification of any piece of it, at least in the US.
Was it something the state enforced, or something being done by the agents of the transaction (ie the mortgage company)?
That is because you’re working in the same financial system.
Now try buying some property in South America. Or Eastern Europe. Or Asia.
Be prepared for a similar experience OP documents.