Comment: OK, that may be the case

(See in situ)

OK, that may be the case

I assumed the left turn happened on Wal-Mart property because the OP wrote that the cop was hiding behind some bushes. But if the left turn was from the "public" road, into the Wal-Mart parking lot, the cop would be within his jurisdiction to pursue the wrongdoer onto the "private" property.