Loads of pros

Tax is not insignificant, but they could already write that off.

No middle man for what little profit comes from a gas station

They can buy cheaper in bulk

They’re not impacted by shortages and outages they control their own supply

They’re not impacted by quality issues if a gas station gets water in one of their tanks.

They don’t have to track individual purchases for every tankful

No lines

Officers not vulnerable while fueling when they can do it in private

In many places they keep fueling gear in the garage where they park the cars and just refuel that tank with a truck from their own supply.