The worst part about those situations is that people will often move out of the way to let police through as youre meant to. This often involves moving out into intersections or into different lanes which can be quite dangerous in some occasions. If they were really pushing through (sirens, lights) then it should of been reported. However, you dont know if there was an issue at coles either unless you stayed around to watch them come out or followed them in.
Each situation would be different, they may have been rushing to buy pain killers for another officer, who knows.
If they do abuse the pwoer then it is wrong though.