The players start out as a cop group. It is well known that the police force is quite corrupt. After some missions (with at least one internal affairs mission) the city decides to scrap the police force and hire corporate police.
The city can not pay for the police force that it needs (hence the corruption) and trades some control over policy for police protection. The trade is quiet, the city would riot if it knew. When the corporation takes over it fires everybody, including our players. The players should be left in job limbo for a while. Next let them find out the "cost" of police protection and encourage them to go public. Before the players go public have a council member explain why the decision was made that way.
If the players get into lots of trouble, remember that the good cops will do everything in their power to help. Of course, the players shouldn't know which cops are good and which work for other people.