I agree with md. If you mark no they may wonder why you don't want your employer contacted (thinking maybe your not a good employee..etc) and will want to find out why. As far as the mentor thing, I'm sure he would understand. It's not as though your going to a competator insurance company, your getting into LE which is a completely different line of work. He may surprise you and show even more respect for your decision.
I am a Paladin, like the warriors of old, ready to stand on the line to keep others safe... A Sheep Dog, ready to protect the herd from advancing wolves!