Well in the video a law school professor with experience as a criminal defense attorney and a police officer say otherwise. Saying 'no' to 'do you know why I pulled you over' is ok (I guess, as long as there are no other circumstances that make it plausible that you knew why you were being pulled over, in which case your 'no' would make you lying to the police), but initiating conversation with 'what is the problem' not.