They are just stating the obvious. You are not required to testify against yourself, whether you are a cop or not. However, if you ARE a cop, you have to comply with an investigation, IF you want to keep your job.
Nothing unusual here.
That is not a blanket waver. The statements can't be used against him in the shooting case, however if he lies or is not forthcoming he could be charged with obstruction of justice or some such.