Turns out they were there for me: Cheree was holding a very frightened India. The officers ask if I am the parent of this child. A wonderful lady (who I do not know but would love to) found India, called the police, and I'm guessing dropped India off in front of Cheree's house, which isn't exactly just around the corner from our apartment. The police took my and India's name, birthday, address, and phone number. I thought they were going to arrest me or fine me or both for being a dummy.
When we came home the door was open, and Maya and Ammon were still sleeping. India claims she left the house to look for me because she knew I was on a walk without her. Needless to say, the girls will be coming with me on all walks and runs from now on.