On the flipside, you can give us four or five numbers to call, which is an equally terrible idea. Think of it this way: If nobody picks up, that's 30 seconds of ringing, maybe 10-20 seconds of the recording explaining the person can't get to the phone right now, and then the time it takes to leave a message detailing what's going on. So by the time the agencies are contacted, around five or six minutes have passed, which is a big deal in a real emergency.
So only after the alarm company fails to reach anyone does a call go to the police. Burglar alarms are low-priority, and dispatchers are snappy and curt when we call. I honestly can't blame them -- considering the alarms are only rarely the result of an actual crime, we're mostly a costly annoyance. And when the police are set off, that can take the most time of all because the response time depends on the availability of the nearest patrol car.
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"You got any loft rentals above the station?"
What this means is that your alarm will still make a loud noise, which might scare a nervous burglar away. But any dedicated (or sufficiently crazy/high) robber can break in, head right for your jewelry and electronics (or you), and then head out with the alarm wailing helplessly away in the background the whole time.