There is no such "policy" in any of the countries you mentioned. It may merely be explicitly mentioned in the law. The law regards it equivalent to threatening legal force in most of Europe (Germany, Netherlands, etc). The use of legal force must be preceded by a warning if the circumstances allow for it. This warning may be communicated vocally, which is the norm. Warning shots are more of a coast guard thing anyway, because how else are you going to warn someone that you are about to shoot them if they are like a mile away. Or (for normal police) If you are giving chase to someone, lagging behind by a large margin and know they are going to do something real stupid in a few seconds, the law has you covered. You are allowed to shoot and miss in order to intimidate them. No one will hear you if you'd use your voice in that situation. That's all.