How come off-duty cops are immune to DWI arrests?

I see them all the time at a local bar and I watch as they get drunker and rowdier than anyone else in the joint. At the end of the night they casually pick up their keys and stumble to their cars and drive away without a care in the world while I have to call a cab. Is there any way to report this and if so would it do any good? I would fear serious retaliation and harment from the PBA and the FOP.