We have had neighbors (ones we didnt know at all...) ring our bell at 9pm collecting for charities...and other similar things.
I think the reason people are commenting on their surpise in your calling the police is that this, for many of us, would not be considered an emergency. Non-emergencies take up a lot of valuable time for officers (who, as others pointed out, will never criticize you for calling and by standard procedure, will often send two squad cars). If you live in a small town this may not be a big deal... but around here they wont even come out if your car was broken into (or, they wouldnt for me - said they were too busy and, really, that's ok. I'd rather they go after the 'big' crimes, not my broken into car).
I have dealt w/ night time fears for years - DH worked night shift for decades. One really good piece of advice a police officer friend gave me was "make some friends - phone friends you can call to calm you down, and a neighbor-man [as he put it] to come over and look around." That way you aren't taking away from police time, but can get reassurance. I also found coming up w/ a 'plan' very helpful (for me this meant sleeping w/ mace, a flashlight [to blind the intruder!

], and sunglasses [to protect my eyes from the mace] by the bed and a great hiding place - a closet w/ locks and window I could use to escape from). Knowing you have a plan is very empowering.
Of course, like others, if you are that nervous do call, just most folks would need more unexplained circumstances to feel the need to call. You said you didnt ask for advice, but I think many were trying to help by pointing out that they might not consider this an emergency - but we still care.

Hope you are feeling better today and tonight.