Criminals often just rob from these who rely on the police "security" If there was no police, they might actually build a higher wall around their house instead of buying the third car
The bigger the wall, the bigger the cannon to shoot a hole in that wall. You really think if that was how everyone lived, there would be no gangs building these cannons?
Of course, "cannons" are just a figure of speech. They might also for example wait until you exit your big walled house to go to work or buy grocery. Then they do their stuff.