yeah, as long as you are not in the same room, you can only see cops in rooms which have a working camera. however, if there is a camera, it will detect you after a few seconds, so you have to decide whether to destroy the camera (i.e., remove the direct threat, but lose your eyes in the room) or not.
But the cops are still there, and will catch you, no matter if you see them from a different room, or not. I tried to explain this mechanic with the first message panel you see once you arrive at the museum, but I'll improve this in a future version. So actually it's a feature, not a bug ;)