Depends on the tone of the police, but if they’re just waking you up and make sure you take a call from your boss, then are on their way, why not.

Beats panicked boss banging on the door. If there’s one thing I cannot handle while doing something critical in production, it’s panicked boss in the same room as me.

How are the policemen waking you up if not pounding on your door or breaking it down? Or if they found a key under a mat and are beside your bed shaking you awake.

In those cases I'd rather the boss pounding at the door at least I could call the police and have them removed.