I agree that if I saw someone that was bleeding out my first instinct would be to treat them. However, it would be a good idea to clearly articulate what you're doing before approaching a wounded officer. IMHO, rushing into help could get YOU shot.
I didn't watch the last ten minutes of the video but I found it weird that no one went for the first-aid kit they carry in squad cars and that no one was holding his wound. Is this video on the up-and-up?