As long as they are otherwise friendly and helpful, I think it's maybe a bit odd but harmless. Can even come in handy if they can provide dates and times of odd incidents as you've found. Everyone is different and it may even be their jobs as social workers that have got them into the habit of noting everything down in case they have to refer back to it later.
Maybe you can just be a bit more vague/not share things you want to keep private. It's certainly better to have friendly (even if apparently slightly nosy) neighbours than unfriendly, complaining ones.
Good Morning Friday 19th April 2024