Do I need to worry?

This morning there was a large number of police patrolling through our parking lot. At one point, they even drove up the driveway to the rectory. By the time they had made pass number 10 through our parking lot, the parish admin and I went out to ask what was going on, but they didn't even slow down. They just drove out of the parking lot leaving us standing there wondering if we shouldn't probably go back inside and lock the doors! Hmmm?!?