In Weston we ride round the corner from the police station, on the magistrates court, and have never had a problem with the police saying anything to us. They've walked past us, stopped to watch, and I even saw a pair of PCSO's stop someone on the opposite side of the road and make him walk his bike as he was on the pavement. It may help that both Ben and I are in our twenties, so they don't see us as youth who are out to vandalise things, which I would imagine is how the police in your area see it.