Was funny the first few times but it gets old. Mine is carbonized grey, and the MA state police units use the similar brown/gray shade for their unmarked units. The color looks the same with the black grill, that's about it. Nothing else on my vehicle looks like a PIU. I had a Taurus SHO before and it was the same thing back when Taurus police vehicles were common.
I will admit, before I got into Explorers a year or two ago, even I had trouble telling the PIU's apart from the civilian models. But even now, i know there are "street appearance" packages for PIU's to make them look like an XLT, and have seen ST's in police use, so I still play it safe and assume any explorer I see may be police.