I’ve not heard about any cops being abducted by aliens in countries where the police carry firearms. Guess the aliens are not stupid.
It may have happened, but I can’t recall a single ufo-sighting story where anyone claimed to have shot at the thing.
But American cops do see them: https://en.wikipedia.org/wiki/Black_triangle_%28UFO%29#2000_.E2.80.93_Southern_Illinois_incident
– Southern Illinois incident
“The “St. Clair Triangle”, “UFO Over Illinois”, “Southern Illinois UFO”, or “Highland, Illinois UFO” sighting occurred on January 5, 2000 over the towns of Highland, Dupo, Lebanon, Shiloh, Summerfield, Millstadt, and O’Fallon, Illinois, beginning shortly after 4:00 am. Five on-duty police officers around these locales, along with various other eyewitnesses, sighted and reported a massive, silent, triangular craft operating at an unusual treetop level altitude and speeds.[14]”