I'd be tempted to agree with this, but I've seen plenty of western citizens who show the same viewpoint towards why they shouldn't bother to complain. So far, I haven't seen anyone in this thread complain about having problems filing a report.
Nonetheless, let me add a small proviso to my default tirade against those who sit around in a state of self-imposed helplessness:
If you local police have an unfortunate habit of violently abusing people who file complaints, then that is a valid excuse for not complaining to them. Otherwise, get out there and start filing police reports if you've been ripped off.
And a useful piece of advice:
If you do live in an area where the police are not always the upright defenders of the law that they should be, it never hurts to try to make friends with one or more of your local police officers. That way, if you do need to file a complaint, you've got a friendly person to file it with. This sort of thing helps even in more stringently law-abiding areas, since your friendly police contact can help make sure that your report gets to the right department so that it's less likely to end up collecting dust in a filing cabinet somewhere.