I might be wrong here but to me it makes sense that he killed you, here's why.
"Police jobs are allowed to break NLR at the Mining/Police District or when attempting to stop an active nuke or bank raid."
As a police you're allowed to break NLR when attempting to stop the nuke if you were there it means you attempted to raid the nuke (As can be seen by you breaking NLR).
Unless that's the first time they've seen you raiding and you haven't been killed yet it makes sense that you're KOSable around the district.
So my call is that, if you've raided before (which you clearly did seen by the NLR sign on top of your screen), the kill is clearly valid. If you haven't then he should be warned for RDM.