Fabio wasnt arrested. He was taken in for questioning. Theres a big difference. He may have information that may lead them to apprehend a criminal. No charges were brought up against him and theres no reason to believe that they would hold him in a jail cell after questioning him. SHIELD going to him made perfect sense in context with the story and its what would happen in the real world had this been lets say the FBI or CIA in the same situation
While this does make sense it still paints S.H.I.E.L.D. as the bad guy. Remember they made mention that Fabio was only 16. So if they were only questioning him why is he locked in a cell like room with bracelet like handcuffs on? If he was supposedly "kidnapped" by Scott meaning he himself was not a criminal then why is it he's being held like a criminal? And before you say S.H.I.E.L.D. might be worried he'd activate his powers just like every mutant when they first get their powers he can't control them and that doesn't make handcuffing him and locking him in a room okay and Dazzler, being a mutant, should understand this.
I love the current Scott and defend him but he IS a criminal. He is a fugitive that escaped prison. He didnt wait for a trial and was never cleared of any of his charges. The only way for him to be a free man is to get an official pardon at this point, but fleeing the authorities and acting like a vigilante isnt helping his case. He cant just proceed to be free without going to the proper legal channels to make it happen, even if he is doing good.
And technically he did kidnap Fabio as well as the other underaged teenagers bc he had no consent from their parents to take them. Xavier got away with this back in the day bc his students were admitted to the school by their families. Scott never got such consent so thats another crime he's committed. Unless they are emancipated, of legal age or have no legal guardian, then these kids cant decide for themselves to take up with a known criminal.