Even if I had been carrying, I would have contacted LE. What I would have done differently is this:
I would have had security go with me and the other witness to speak with the LEO on scene as to what had occurred inside and out side of the store.
i think that it is a safe assumption that the officer on scene did not have the full story of the incident(s). Somebody should have informed her of the situation once she was on scene. Aside from that, you handled it in much the same way I would have.
If I have to explain why I ride, you wouldn't understand. Explaining sex to an alien would be easier than explaining the feeling, one that boils all that is going on in your life down to what really matters each time you are in The Wind. All I can say is, Life is not Life without it.