Why? Lest people mistakenly think that the headline is referring to the organization of all police on the globe ever?
When you see a news article about "Police say [whatever]" it is assumed that a particular organization is saying it. There isn't a global organization of police for it to be confused with.
When we refer to "police" in Australia it's 99% of the time state police. Federal police make up the rest as that typically won't come up in conversation as they deal with international issues.
