Why not?
Well, I lol'd because it's just a strange mental image. A bank wouldn't be the worst idea, but at a police station they might think there's a drug deal goin' down or something.
I'd love to see the news story on that one when they eventually get caught.
A one time exchange at a bank would probably go unnoticed. If you started setting up shop in the bank lobby with people coming to you all day long (walking over from their bank teller where they just withdrew their cash to get bitcoins from you?) you'd probably run into an issue.
The best option is to choose locations that have both:
Higher value targets, and pre-existing security/defense of the public.
Banks fit this criteria, any other suggestions?