Sheriff of Nottingham Negotiation Question
Before you [as the sheriff] inspect a bag, you may choose to threaten the bag's owner. That player may offer you a bribe to avoid the inspection. 
  
  A deal is considered complete when an offer is accepted. An offer is a specific bribe proposed. Once the sheriff has made a choice it cannot be changed.


As you describe it, the sheriff made a vague threat, and then declined whatever offer you were making (possibly before you even specified the amount).

For better or worse, this is within the scope of the rules. Maybe in a future game, you will occasionally adopt the tactic of offering a bribe even when innocent, to make the sheriff's decision less obvious!