It's all about intimidation and fear. What do you fear them doing to you if you just say no? You're not going to talk your way out of it, even with a lawyer. All you can do is call their bluff. Are they really going to kidnap you and throw you in a cell as an extremist? Maybe. Are they going to investigate all of your life for the past 30 years? Maybe. Will they freeze your bank accounts and get you fired? Maybe.
The chances are they will move to someone with less backbone than you and intimidate them into helping them.