Short story: This is a "what-if-scenario" in which these two Police women were standing by the pier, listening to Scotaloo and Pinkie Pie (already a mermaid in this case) stories regarding the "theft-not-theft" of the former's scooter.
Aquastria Mermaids Situation Defused by PhysicRodrigo

The divergence point is that Misty and Copper decided to try to bring Pinkie, Applejack and Scootaloo to the police station and Pinkie Pie, just to prove a point, touches them both before they can arrest them, which starts the policewomen transformations. Their legs weaken, they lose balance and fall from the pier into the ocean, where their uniforms dissolve and as they try to emerge to gasp for air, her legs morph into mermaid tails.

In the case of Poor Misty Fly, she is realizing how her life is changing, maybe forever. Copper Top, while still very, very shocked, is trying to calm her coworker just before a new wave of transformation flattens her feet completely into fins.