It wasn't the cops...
It was DFCS which decided to leave the kids with them.
This makes sense, as if they called the cops, the cops would have handed the responsibility of what to do withthe kids over to DFCS.
DFCS probably didn't have a place to put them (They don't have detention cells or anything, and the cops wouldn't have put the kids in a cell anyways)and likely there was no foster family to take them on such short notice, so the only place left to put the kids would be their own home.
They hadn't done anything overtly dangerous (Sure, they son threw a rock but that's not that unusual) to the parents yet, so that is likely why they didn't feel like they needed to do anything but lock their doors (especially as there were no more animals left to kill int he home).