Don't put this on the gun - don't aim at things you're not willing to kill.
Policemen around the globe usually have their guns loaded to be able to respond quickly and not be surprised by attackers. Needing to pull the slide back might make that one second difference where somebody stabs you.
Loaded as in a a clip in or as in a bullet in the chamber?
I am not an expert on the procedure police forces used around the world, but I was in the military and I got to spend some quality time in some rather dangerous places and we were never ever allowed to walk around with a chambered bullet. Even on guard duty in pretty hot areas, places you are way more likely to get stabbed than the twin cities, you would be court martialed if you just chamber a bullet for no good reason.
We were only allowed to chamber a bullet if there was a good chance we're about to shoot something like right now, and after you're done shooting (or whatever reason made you chamber a bullet is not longer at play) the first thing you do is unchamber (that's how you say that?) your gun.
And we had firearms with better safety measures than a most handguns and had more training in their usage than your average police officer (this is not a criticism of police officers by the way, their mission, purpose and required skillset is very different than soldiers).
So if that's indeed the case that cops walk around with a chambered bullet (quick search did not yield something conclusive) then I think it's a terrible terrible policy. Though as I said before, this will not shock me as I have seen cops in the US handle guns in rather questionable ways.