They should! But they don't, because they have no obligation to protect you.
https://en.wikipedia.org/wiki/Warren_v._District_of_Columbia
https://en.wikipedia.org/wiki/Warren_v._District_of_Columbia
No, that's not their duty, either.
They are a paramilitary force lacking the civilian supreme command that, in the US, the actual military has, empowered by but not obligated to act to enforce the law, an independent and centralized power center.
If the cops have a choice of stopping 2 crimes or the crime happening to you, they're going to choose the 2 crimes. Presumably you and definitely I would choose to prevent the crimes happening to ourselves. Thus, self defense.