Most police departments require sworn officers to be armed at all times, with few exceptions. The policy is based on the concept that the officer is never really off duty and might have to defend himself or others or to make an arrest at any time. A bit of a PITA at times, but IMHO, generally a wise policy.
On a light note: Several years ago, a gang of thieves decided to raid a wedding reception, with the idea of stealing the valuable wedding gifts. Alas, the bride and groom were police officers, as was most of the wedding party and a majority of the guests. When the would-be thieves hollered "stick 'em up", they were instantly covered by 50 or 60 guns. Even the bride hiked her skirt and pulled a Glock from an ankle holster. Some days, good honest crooks just can't win.
Jim