Yeah, but what happens on the 10 minute ride to the police station to "turn it in"? You're still illegal on the way there. For that matter, you're still illegal when you get there- you're actually walking in there and confessing to a crime and handing them the evidence to prosecute you if they wish.
No one would just hop in their car, firearm in tow, drive to the police station and show up unexpected. Prudence would dictate the action be researched, planned and coordinated.