Just one more point (and I agree with every one above comes in to some extent...) -
The Witnesses have an inherent distrust of the police. This follows right along with distrust of government, the military, charitable organizations, in fact - everything except the WTBTS itself.
I think they have a literal fear that the government, court system, and police are there to "take them away" - after all, they have done every possible thing they could to antagonize the normal systems of society. For example:
I was the magazine loader asst. servant at Oak Glen in Oklahoma City way back when, and thus was the one to discover that we had a burglery as I had to come in early to separate the magazines and put them in the publisher's boxes. The robbers stole our sound system and pissed on a green NWT; that was the only damage.
I called the cops from the KH phone immediately and kind of got told off for it - should have called the CO FIRST, and then we could have decided whether to file a police report!!! At the time, I assumed this was just because the CO was a control freak, but now I think that it was also because many of the senior servants did not want to have a "dirty worldly cop" actually inside their inner sanctum.
More of the "we can take care of everything by ourselves better than anybody else". Wonder if I should have called the CO FIRST (instead of the fire department) if the place had been on fire?