The "state of the art" in residential door locks in the US is also rather poor, to the extent that only a modest skill level is required to defeat them. I'm not sure why it is that European homes and businesses usually employ much higher quality locks, I suspect just that burglary via lockpicking is more common in Europe, but it can be difficult to get a high-quality residential lock in the US if you want one without paying exorbitant fees to a locksmith for a commercial contract.
All this said, FBI statistics on theft show that lockpicking (I believe all lock bypass methods are included in this count) is fairly rare at only a percent or so of burglaries. Up to maybe 3% if you generously assume that cases where 'doors and windows were locked, entry method unknown' were all a lock bypass. They don't break out doors vs. windows, and my suspicion is that windows are actually a large portion here because many older residential windows (and even newer ones) have pretty defective locking schemes. It is more common for the burglar to simply have a key (they don't drill in on why the burglar has a key, perhaps a hidden spare or someone known to the victim).
So in a way all security concerns around smart locks are probably somewhat moot, even with them having a somewhat poor track record for secure design. It's more useful to think about this in defense-in-depth terms, and that's where my concern about too much HA involvement comes in. An HA system, from one perspective, would ideally form a unified control point for all security devices in the home. The problem is that, for one attack vector, this reduces the "layers" of defensive measures to only one: access to the HA platform.
A situation where a burglar could potentially gain access to your HA and simply unlock the door and disarm the alarm is much more concerning than having a lock and an alarm which are independently controlled. Beyond this, for home insurers to consider an alarm as contributing to security it needs a UL certificate, and while I have not thoroughly researched this, I get the impression that the UL certification scheme is generally hostile to having alarms that are "too extensible," because it introduces a large number of new potential bypasses as well as reliability issues (this may also be an issue with your police department's false alarm program).
All of this said, if you do have a burglar alarm, having a private security company respond is not a bad idea. There are often security companies that will do this "for free," only charging you if/when they actually respond to an alarm. They will generally arrive before police and because they are being paid for their time they are often more attentive, and will do things like guarding the home until you return if a door or window has been forced and is now insecure. Their written report can also be very helpful when you go to the police and insurance.