It's probably one of the most ridiculous moments in the entire campaign. They crossed at least two borders on a car owned by the Russian police, and no matter what path they take, one of the borders they cross will ALWAYS be a Ukrainian one which most certainly wouldn't be possible even back in the 2019 (although it's not like all the other ones seem realistic tbh).
I also imagine police would be way more alert after the major terror attack on the second biggest city in the country (especially during the pre-war times the game takes place in), so them driving though a huge area of Russia in a stolen police car could bring a lot of unnecessary attention, and I'm not even talking about crossing the border.
I guess you could argue that Nikolai's ties to FSB and CIA's assistance allowed them to perform this stunt, but it seems like such a needlessly complex thing that would require soo much planning and unnecessary effort that it's just a hundred times easier for them to ditch it all together and get another car to use.