Yep very weird.Well that one was just the start I eventually found my way there hiding and running and sneaking etc..
Cleared that one up and was leaving the scene when it pops up again and police arrive with drones and robots.
Took on another ncpd job near by on the map and again was very difficult to get there without the police alert going off but i managed it and cleared that job.
Fixer phoned about other nearby Gig An Inconvenient Killer and this was even harder to get to but managed and cleared that one left nightclub and walking down street and blue star appears again and police arrive everywhere.
There was one more police job on map nearby so went there and again was very hard to get to but job was easy and now it seems i can freely walk about the area with no problems.
One thing I did notice when running around are the amount of crime scenes dotted about and a lot of police parked up at most crossroads standing by there cars.
Picked up some shards revealing something was happening between lets say good police and bad police.
Anyway, keep an eye for see if the problem appear again, because this event "respawn" regularly.
In any case, it's a good info to add in a bug report for sure (with also a save)