Depends on the state. I dont know about the Colorado statutes, but NC GS 14-269 exempts all LEOs from prohibited properties, except federal. The only restriction placed is you can have ZERO alcohol or controlled substances in your system. If a LEO is made while CC or asked to leave while OC (even in uniform) they are bound to do so or potentially face trespassing charges. The exception there being if they are on duty and on premises for an official act. Grabbing a meal or a coffee and asked to leave? Gotta do it. And yes, it happened to more than one of my colleagues when i was still working.
I'll echo the experience that LEOs are treated much more harshly than citizens in the courts. Funny how we never seem to hear about all the breaks cops cut joe schmoe. It is the rare misdeameanor that costs the average citizen his job. Cops usually do. If not, suspensions without pay are common. I've seen guys get up to a month with no pay as a punishment. And they cannot work their off duty uniform gigs while suspended.