I don't think so if they wanna call the police and the police will wanna to take care of their cases. because like the DAO there is a petition for FBI to take care of the DAO cases and until this time, the result is negative.
I would think they would be increasingly legally liable/complicit if they didn't report this, given the sheer magnitude of the funds stolen here.. Beyond the shadow of a doubt this has been reported, or surely the citizens have swarmed local law enforcement with individual complaints. There is simply too many people and too much money involved in this for the cops not to bite.