Because our standard police guys do about 10x better without them, they have brains.
But a lot of police do actually carry guns, I've seen them with Glock pistols and sub-machine guns at airports and when they're responding to armed robbery, kidnapping and other things like that. But they actually have proper training, and have to be in a completely perfect physical and mental condition. Not fat bastards who fill up on doughnuts and coffee, not very good when needing steady hands and concentration.
And the reason our police cars are actually visable, because we have foggy weather quite a lot, and rain. So it's best off to be seen speeding down a small road than to nobody to see, then end up with a head on collision, in the middle of a crime.