I use to think that it was because the T-800 ends up calling her, but that was after Reese and Sarah go back to the hotel. The detective mentions that she was waiting for her mom to come from Big Bear. There was nothing that the audience knew that would suggest that the T-800 knew they were at the police station.
In Terminator 2 Judgement Day, this was always covered as there was no time when we did not know the T-1000 knew where Sarah and John were.