Chalice was amongst the souls that escaped when the Devil destroyed the Soul Ball game in the first episode Since they're either, another front for soul collection, or they're simply afraid of what he might do to them if they refuse So maybe he gave the police orders to arrest escaped souls.
That, or we haven't seen the other escaped souls yet.Chalice happened to be the only one who succeeded. How did she escape? When the Devil destroyed Stickler's book, he had to recount and re-register every soul, giving the souls an opportunity to escape. Chalice is a soul that escaped The Devil's Vault
