It is in fact illegal. You aren't even legally allowed to leave any of the taillight strobes or grille/trunk lights intact. They must be removed. For the most part when they go to civilian duty all of that stuff gets stripped; partly because its not legal for civilians to have it, and partly because some get recycled and used again. The only light that is legal for you to have is the A-pillar spot light since that is considered an off-road supplemental lighting. Its not legal for you to activate the light if it is more than 55w while you're on anything but a private road. This is a grey area, since most PA sportsmen use their high-watt spotlights looking for wildlife at night. Technically its illegal, but there are separate guidelines and laws for operation of handheld spotlights. The teardrop light is covered under different laws like a fog light or headlight.
If you are a civilian who is operating a duty-ready vehicle with all of the lights installed, legally you have to cover the light bar with an opaque cover. Sometimes you see them being delivered for service or detailing like this with a cloth sock over them.
But fear not. With a teardrop light and the obvious 9C1 stance and appearance, you will be mistaken plenty. No lights or strobes necessary there. The only problem you'll have is that Caprices haven't been used for law service since about 1999 or 2000. Many people don't know that, but if I see a 9C1, I just feed gas and blow on by in my 96 Impala SS and see if they can keep up.
Even if you had the extra lights it would just be so dangerous to activate them for personal traffic use. If you caused a wreck while impersonating a police officer you would probably never drive again.
Not fun.