Well, you have to understand the nature of EMP in order to understand why it doesn't make a very good weapon.
EMP doesn't travel as a beam. It travels as a wave. It also travels in every direction. It is also very very hard to make into a small enough device to be convenient to use.
Admittedly, technology may have progressed to the point where EMPs have become small enough to actually use in a small-scale environment, BUT similarly, shielding may have been implemented as common in most electronics, in addition to the fact that the response of most police forces isn't to prevent criminals from using what they have, but to "outdo" the criminals in question.