That's because you don't view the police as a dangerous occupying force in your community.
Let's assume for a moment that it's a good idea for the scooters to threaten to call someone. (It isn't, but let's bear with this). Who should the the scooters threaten to call? "I will call Reverend James from the parish down the street?" "I will call your mother?" "I will call the fire department?"
Homeowners/renters insurance?
So, let's get this straight: it would be an improvement for the scooters to blast: "Don't steal me, or else I will call the insurance company to be replaced".
First, in this particular case, I'd doubt my ability to determine if I'm actually seeing a theft in progress. I've used Starbucks mobile ordering and always feel like someone's gonna think I'm stealing stuff - it's a weird experience.
Second, calling the cops for a property crime like theft/vandalism is something I'm not 100% comfortable with. I've got insurance on my stuff, I think our prison system sucks and is frequently counter-productive, and I don't like the idea that calling the police can cause people to die for non-capital crimes (or complete innocence, like the swatting case a while back).
Also how do you weigh the risk that a criminal will do physical harm to you (or their next victim) versus the risk that the police do physical harm to them?
I'm afraid of the police, but I'm more afraid of no police.