I live in extreme Northern Indiana. We're not supposed to have bears in this area but we do. We also don't have cougars but there have been multiple sightings here over the last three years. The best one was by a woman who looked out the window in front of her house and watched a cougar kill and eat her dog. Naturally, by the time the police arrived, it was over and they told her she was mistaken and it was probably coyotes.
I had a horse clawed by what appeared to be a cougar. The vet said he had to put down a horse a month earlier that had been clawed so badly in the face it couldn't be saved. Once again the police said it was impossible.
As you have probably surmised, the police in this area, a rural one, must all have grown up in New York City. I know a guy who had 56 chickens disappear in one night without a trace and the police told him it was predation. Another one when 23 White Pekin Ducks disappeared and the police said they probably just flew away. The problem, of course, is that they can't fly further than about fifty feet and only achieve an altitude of about four feet.
Folks around here don't have a lot of confidence in the police.