I’m a security guard, so while I’ll never be as important as the cops, I do know the answer to this—they are trained to do it on purpose, and for 3 reasons:
1) To be sure they communicate clearly. In police confrontations, one false move could mean the difference between life and death, so it’s vital that the subject hears and understands you; likewise in court they can’t argue that they resisted because you didn’t explain what you wanted from them.
2) To control their own breathing. In really stressful, fight-or-flight scenarios, it’s easy to unknowingly hyperventilate or hypoventilate, and you obviously don’t want to risk passing out when guns and handcuffs are in play—and shouting forces you to breathe in and out deeply and in a controlled manner.
3) To establish a narrative. Almost any police incident will have witnesses, who may or may not clearly see what is happening. Should a struggle occur, you want to give commands loudly enough that your side of what happened will be heard by onlookers.
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