Yes, same here in the UK. The police wouldn't help. They wouldn't even turn up. (In fact, they don't even turn up to break-ins or burglaries. You ring up, they'll just give you a crime reference number to give your home insurance company.)How did the police get into your car? Where I am from the police do not do those kinds of things. They aren't tow companies and don't have the equipment other than smashing windows.
To the people who live in places where the police DO help with being locked out of your car: how do you prove ownership of the car to them? Wouldn't that be difficult to do if you're just stuck at the side of the road?