While a police interrogation involves 追问, the two are not identical. “To interrogate” has a very strong, formal, and often intimidating connotation. The Chinese word for that is closer to
审问 (shěnwèn). 追问 can be much softer. A child can 追问 their parents about when they are going to the amusement park; this is persistent pestering, not a formal interrogation.