Look at the scene on the street, when the Agents, including Agent Smith, first pull up and deal with the cops. The Lieutenant uses several swear words in dealing with him, so he is either assuming the Agents are something like the FBI or some other agency that will supersede his authority or he knows what it's like to deal with them from experience.
The Agents are going to have to deal with the police from time to time and that scene, where the Lieutenant seems to recognize them as soon as they pull up, indicates they have a reputation with the local police.
As best I remember, once a person is taken over, they're gone. If cops disappear every time Agents show up, it'll make it harder and harder to work with them. It'll lead to cops trying to handle the situations themselves and trying to keep Agents out of the picture.
While the Agents are contemptuous of human beings, they do know what they need to do to keep the Matrix working and part of that is preserving the illusion that life is normal and weird things don't happen. Law enforcement is woven through society and if they start to question disappearances in their own ranks, that will spread.
One or two people in general disappearing won't create a pattern, but if a pattern of police disappearing under certain circumstances starts, that would create problems with the normal passive acceptance of the Matrix by humans, and even a small group having doubts can lead to a bigger problem.