At this point the only paranormal thing is the police reaction.
The mention of fireworks made me think of a system some cities install. It's a network of microphones that's supposed to detect any firearm shooting (fireworks, balloons, etc.) and automatically points the police to the location. It is possible that the police has installed a super sophisticated system and because of some bug (or Artificial Idiocy), all cars received the same instruction to go to the mall, hence the blues brothers level show up. A supposition anyway.
The mention of fireworks made me think of a system some cities install. It's a network of microphones that's supposed to detect any firearm shooting (fireworks, balloons, etc.) and automatically points the police to the location. It is possible that the police has installed a super sophisticated system and because of some bug (or Artificial Idiocy), all cars received the same instruction to go to the mall, hence the blues brothers level show up. A supposition anyway.