The only “problem” that could exist is that the “police” are doing something they aren’t supposed to do and being recorded while doing it.
I also carry a camera in my purse-—and it makes videos.
I suppose if I ever saw what I perceived to be “police brutality” I would try to film it……….I just wouldn’t look through the view finder. I would hold it about shoulder high and not be paying attention at all to the camera.