The only situation that would allow a mayor to be arrested by the police would be if they were caught in the act committing a crime that includes use of force or treason.

Katz says the impetus for this law is the many situations in which mayors were arrested and after many years of investigation were released and cleared of all charges, damaged form the arrest that turned into nothing.

source: Walla News

Perhaps the bar of proof gathered by the police and prosecutors needs to be higher for arresting a mayor, but exempting them from all criminal prosecution seems like preparing the grounds for corrupt leadership.