why do the police speed?

I live in a small town, 20,000 people. What gets me is before shift change I will see a couple heading up Main Street where the speed limit is 20mph. They are running flashing lights and sirens if traffic is heavy weaving in and out of traffic. Main Street is a 2 lane road. As soon as they get to the police station, you got it. The lights and sirens go off. They pull in and park, then walk in side to get ready to go home.