I'd have done the same as you, I think, fluffysaurus. If the police were asking door-to-door about a neighbour, my first thought would be that someone's been reported missing, and I'd want to help. Unless you're personally involved in the matter, they're very unlikely to tell you what they're investigating anyway.
In any case, you didn't "dob" anyone in, because getting people in trouble wasn't your intent, no matter what the outcome. I've spent enough of my life ruminating about the world with my cynicism turned up to 11 to know where that leads; thinking the best of people in the first instance is an admirable trait, and I wish I found it easier.
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When you are fighting an invisible monster, first throw a bucket of paint over it.