They start asking Nikolai strange questions, like where he is from, what he does, and whether he remembers any details of his life, such as what color the walls in his entrance hall are and what he sees on his way from Podolsk to Moscow and back. They dance and sing together, eat salad from vegetables grown in the greenhouse right inside the police department and tell each other different stories.
However, there is something scary about the film. It can probably be explained by the Russian nature, because we have developed an attitude towards police officers over the years. For us they are more like "musora" (bad cops). We don't expect anything good from them in any case. You expect this farce to end and the cops to revert to their regular 'form' after every dialogue throughout the movie. You think that there should be a limit to this grotesque. There should be a limit to the absurd, you think, which diligently replaces Reality which cops are trying to revive in Nikolai. What gives the story this unique suspense is the underside of a peaceful action. By the way, none of the characters gets close to Reality even at the end of the film.
This is probably the reason why the most violent scene looks so adequate in the midst of this endless madness. In this scene Nikolai, succumbing to his fantasies, smashes everything around him, kills all the police officers, hits Marina with a fire extinguisher, and shouts, "Take that, sunshine woman!", while setting the station on fire.