To say that the police will protect you is not accurate. The police are a preventative institution. They try to maintain order and reduce the incidence of crimes and act as a deterrent for those who would otherwise commit a crime.
But they aren't a condom around violence. If somebody wants to hurt you, they can, and you're mostly on your own. They will only be brought in to investigate the case later, and maybe catch the perpetrator.
It is kind of funny how we Europeans are brought up with this illusion of safety, believing that the police are some kind of superhero characters that will spring to action the second before we get knifed or shot.