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We know it must be a tough job enforcing the law, especially when the political tension is so high according to this malaysiakini article Don't speculate on gov't takeover, warn police.
However, it is a hopeless task as I guess the bookies are already taking bets on the number of defectors, when the takeover will happen, whether the police will arrest Anwar to protect him under ISA and so on.
As the law enforcement agency, the police must be seen to be fair and firm to all parties. In fact they can even advise the PM that the situation should be decided soon by calling for that Emergency debate in Parliament. That is the proper venue where someone will be put in his proper place.
It is not fair to expect the police to chase speculation shadows when real tragedies/crime have not abated.
Speculation is merely part of the political instability that has been caused by the impasse between the two groups.