This happened to me as well. I actually deleted a section of the road where they stopped and forced them to turn around. After looking into it some more, I realized the issue seemed to stem from having cars exiting a large commercial building next to an intersection. I see a similar situation in your picture, with a large building next to your police station, where there's a 'break' in the road for police cars to exit (notice the perpendicular lines on the road near the police exit).
Not sure why it's happening, but I ended up just moving by commercial buildings a bit down the road, as I prefered that over removing that intersection.