A compliance interview is looking at the benefits you are being paid and any other household income. Sometimes people are selected at random (and it comes to nothing), sometimes they are given because someone's circumstances have changed (and there may be an underpayment or an overpayment) and sometimes it is because someone has reported fraud (real or malicious). You can ring the DWP and ask them why you are being interviewed.
BIS
Nothing on this board constitutes legal advice - always consult a professional about specific problems