A spreadsheet guru is unlikely to be a leader at any level, certainly not a strategic leader. He’s quite likely it to be a manager either. Organisational or strategic leadership is not management, nor is it the same as team leadership.
The extent to which strategic leaders of organisations need to set an example is debatable and depends one’s stake. Rank and file followers will have a different view to the strategic leaders direct reports, who will have a different view to the organisations customers, ie citizens and government.
It isn’t simple or black and white and those that simplify it are only taking one viewpoint.
Here’s an academic paper on senior police leadership. It could be written about almost any large organisation and its leadership. Setting an example is but one of the attributes of a strategic leader.
https://www.interpol.int/content/download/21467/202399/version/1/file/AIPM_Police leadership review (full version).pdf
Also read the wiki on strategic leadership to see how relatively unimportant setting an example is:
Strategic leadership - Wikipedia
None of which means Mackey shouldn’t go. His position is untenable. The question is how do you improve strategic leadership in the police?