You need a lawyer to intercept the questions that incriminate you. An interview with an enforcement agency is unfortunately seldom a search for the truth. It is a chance to get evidence to be used against you. Lawyers words aren’t evidence therefore it’s best to let them talk, probe and derail. If they think you lied, even if you didn’t, you can be charge with a crime. If to a federal agent it’s a felony. If you file paperwork with a gov agency, if anything in that document that is false it’s a felony.
Another purpose of an interview is to lock down a suspects defense. It’s now impossible to tailor your defense to the evidence presented in court. Trials are fluid and much like a high speed chess match/poker game. You now have lost much flexibility because you have shown your cards to the other side and you now have to wait to see their hand in court.