It’s revealed that masked vigilantes are banned in this alternate world, and because of the white supremacists wreaking havoc on the general population, the police officers are also wearing masks to protect themselves. Details from real events from U.S. history are reenacted in this series, including the Tulsa race massacre of 1921 in the premiere episode.
Panda is one of these masked cops, and he wears a panda mask (shockingly) to protect his identity. In the first episode, we see a cop pull over a farmer who then reveals himself to be a member of The Seventh Kavalry.
When the officer wants to retrieve his gun from a locked compartment of his vehicle, he is told that he must get permission from Panda before he can get his own weapon. We then learn that Panda is very rules-oriented, and he delays in giving this officer permission.