It is indeed a bug. Cops are supposed to spawn in the second nearest police department if they die near a police department. I will try to replicate it.
here's another example for this
https://youtu.be/gNa1zq9PJYo
Hi xxzc1g . Thanks for bringing this issue to our attention. I have logged the issue and will inform you of an update when it's available. You can find the information relating to the logged issue below. I may also need more information from you so please keep checking this topic (click NOTIFY ME to be notifed of replies).
Bug report by xxzc1g (forum topic #13067)| Issue # | 2845 |
| Issue | Cops spawning in the nearest police department after wanted kills them |
| Description | Cops spawn at the same Police Department after dying/ getting killed |
| Script area | Police spawn |
| Priority | Medium |
| Logged by | BeatEn |
| Assigned to | Mike |
| Status | New |
| Comments | More tests needed |