A fundamental right in liberal societies, for better or worse, is that of property rights. Yes, some people have a large amount of property so police will try to protect that large amount of property, but the police will also protect your property. More generally, police will protect you if you someone tries to physically attack you. We shouldn’t take this for granted since autocratic regimes care much less about these principles and will take away your property or physically harm you if they feel like it.
That's not exclusive to Europeans. But also - many Europeans aren't particularly fond of this delusion.
Sometimes they do protect people, but that is typically an exception