Say a character finds out about a paranormal phenomenon, or a sinister conspiracy. There wouldn't be much of a plot left if they could just call the police and let them take care of it. In these cases, heroes will simply talk like homeless paranoid schizophrenics. What's more, this will give the heroes a reputation for Crying Wolf, making it even harder for them to get anyone to believe them. Of course, the senseless deaths of the skeptics is often seen as a karmic comeuppance in favor of the hero, even if it was the heroes' fault they aren't believed in the first place.