it's because the police officers and all other city workers (bus drivers/paramedics/firemen) are on strike because the government changed their pension plans. the officers here dress up in really weird clothing and stick these to their cars as a sort of protest. it's been going on for a few months now.
You Have to press "Ctrl-P" once, and it will say go to nearest station to get your player, car etc. If you press "Ctrl-P" a second time, it will say "Duty Forced" and you can just start right away. Its the same for ending too, either go to the station, or force quit.