[cafard]

> Do they actually do that?

For some value of they, yes. I was there, and I saw it.

> My understanding of police training is : "Rule #1, don't get hurt"

I have never gone through it. I imagine that there is a rule that says "don't be stupid", which covers many points such as "no, the siren doesn't magically stop cross traffic", and "bullet-proof vests are only so useful".

However, if your premium is on not getting hurt, there are many occupations with smaller risk.