Factual error: The Royal Canadian Mounted Police officer who phones Jesperson to tell him he has not been accepted is a colonel. In common with most Canadian police forces, the RCMP uses British-style civilian police ranks (inspector, superintendent, etc), not military-style ranks as the American police do.
Character mistake: When Jesperson imagines himself as a Mountie his uniform is completely wrong and is not even the right colour. As it was his ambition to join the force and he has photos of RCMP officers in his cab, it seems unlikely that he would imagine himself in a completely incorrect uniform.
Suggested correction: It's not a character mistake, for the reasons stated; it's a clear factual error from the filmmakers.
It's a character mistake since it's his imagination and, as you stated, it's not something the character would get wrong.