And as an aside, as I've noted above, this is in my view a union display of solidarity with a fellow officer. The police union here in Toronto frequently uses tweaks to their assigned uniform as a means of "job action" when upset about some initiative, or negotiations, or treatment of an officer. Sometimes they wear union baseball caps instead of their mandated hats, etc.
Surely, you're not against union activism, are you?
A Canadian conservative is one who believes in limited government and that the government should stay out of our wallets and out of our bedrooms.