Despite being chastised for commenting, I discovered I was partially correct. It appears that you can only set the "range" in fire stations and coastal rescue stations. I see no place to set it for police stations, firefighting plane stations, or police aviation.
Being asked a simple question doesn't constitute being chastised even if the question is a rhetorical question.
I think it being on fire stations is a bug. As I dont think it works on fire stations. (And it isnt on fire stations for UK game)
Now that you mention it I think it was added specifically for the coastal stations. Unfortunately I can't find the post on it.