Perhaps the officer was crouching beside the car and didn't want bad guys to know he was reloading. So instead of dropping the casings on the pavement, and annoucing that his gun was empty, he dropped them in his pocket while he was reloading.
Nope. The CHP range officers didn't want brass cluttering up their nicely manicured lawns, so trainees were told to pocket their brass
This is just more confirmation that, when under stress, you'll do exactly what you were trained to do. Bad training = bad results.