You are correct, the natural instinct is to protect your child and go straight to the authorities. The sad thing is that JWs are not told to think for themselves and everything has to be done via thier rules, which they are told are for their protection!
Before I left I had numerous discussions with felllow elders about this, who all said to me that they would go to the police without hesitation, I pointed out they would be doing so contrary to WT instructions and all they could say was 'so be it'.