I say call if you notice something truly suspicious. The experts should know how to sort it out, separate problems from something innocent, etc., without shooting people or sending Italian geniuses off the plane.
A friend of mine was returning home late one night and smelled something funny. He didn’t call anyone. Five apartments in two buildings burned down an hour later and 3 pets were lost. He felt terrible but it hadn’t smelled like smoke to him and was probably wiring that was overheating. A firefighter would have recognized that smell.
Unfortunately, our experts usually need better training. But I feel worse about the San Bernadino killings and how they might have been prevented.