The problem with Chase HQ (and a lot of Taito arcade games) is that console ports can't quite capture the extravagant presentation of the arcade version...and sometimes all you have left without the bells & whistles is a pretty mediocre game.
For instance, the blinky police lights on the Chase HQ cab. Also, most of the console ports lack much of the voice samples. (You get a "gotcha, Nancy" or "YOKAI!" If you're lucky). I can't speak for the Saturn version as I don't own it; too expensive given what everyone says about it.
Ninja Warriors is an even better example. There was no way of translating the three-screen gimmick of the arcade to consoles, of course...the Amiga & Sega CD ports come the closest, but even they have their missing bits. The PCE version is inexcusably awful; no voice samples, no tank bosses (WHY???), no multilayer scrolling anywhere.
That being said, I dig the PCE version. It's the best port by far when you compare it to the NES and Master System versions, and even Chase HQ 2 on the Genesis.