Honestly it makes way more sense for VIGILANTES to be in warzone than for the cops to be there. You also kind of answered your own question, the deadlier they are; the higher the bounty. Money can be a pretty big incentive, hell if you want to go all roleplayer, a cartel could have murdered your family and you have vowed to bring the cartels to justice. TBH hardly any vigis even go to warzone, the most they usually go is Therisa and even that is rare. They already moved Neo vigi to Athira, so they have to drive you all the way up there which is plenty of time for your boys to free you. Plus Athira vigi is usually getting camped by rebels.
It was put there for the ENTIRE player base to enjoy.