I have not actually portrayed Holly doing her job, which is being a police negotiator.

Her methods of showing compassion and empathy may not apply to EVERY criminal in Zootopia, but the desperate and scared ones are a different story. Here, she is most likely talking down a hostage taker or a potential jumper. She takes her jacket off and puts her hands in the air to symbolize that she's not armed. A small level of trust must be earned to de-escalate a situation, not raise the threat of danger. This is a job she takes very seriously to save lives. And she is VERY good at it.
Besides, if you were in a scenario like this and wanting to establish a line of communication with the police, would you want to talk to a big, tough looking rhino like Officer McHorn or a kind, firm, but friendly female wolf?

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