Mark CMG
Creative Mountain Games
It is a risk, yes. However,there can be some managing that risk - the primary way is to make it so that a goodly chunk of the events look mundane from the outside.
I haven't watched the second episode yet, but the first stands as an example - the events look like a common kidnapping, that the cops probably would not have solved alone. And there's lots of those in the mundane world.
Maybe but even if they manage things as regular crimes of murder and kidnapping without any supernatural effects evident to the general public, that's going to be a whole lot of murder and kidnapping handled by one cop in a single year, year after year. That wouldn't go unnoticed by press and public. That would be true even for the largest of cities. Something like the X-Files covered the whole country, and sometimes outside the country, so it doesn't have that same saturation problem.