'The Unusuals' was on twice this week, giving it a test run on Tuesday to see if it fared better than 'Cupid' in that timeslot.
In that Tuesday night episode, "One Man Band", Detective Casey Schraeger had to do the favor run-around in order to get somebody released from jail. And the guy was being held at the 15th Precinct station-house.
The 15th is most famous for being the setting for 'NYPD Blue', but it also showed up in the "Tithonus" episode of 'The X-Files'.
As to why the establishing shot in 'The Unusuals' differed from the view we know from 'NYPD Blue', we were probably seeing a side entrance.....