DebG - - What you may have read refers to ships that pass through Gatun Locks and then anchor in Gatun Lake. After anchoring, passengers that are booked on tours are tendered to shore to meet their tour buses and guides. Passengers that are not on tours are not allowed off at this time.
Later in the day, the ship passes back through Gatun Locks and then docks in Colon. After docking, anybody can leave the ship if desired. There are several stores in the port to visit without leaving the dock area.
My wife and I were on the Galaxy last week and that was the way things were handled. We had a tour (Grand Tour of Panama) and we took the tender ashore to meet our bus. Our tour was not escorted by any police. I did not see any police except for security police at Gatun Locks. We had an excellent tour.
We visited Panama two years ago, and took the Two Ocean Train Tour and had a great tour and there were not any police escorts.