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Well, I have not had this problem, so I cannot tell how they would react but..

Tell them you carefully looked at all sides of the issue, saw that the police were armed even thought hey almost always show up after the crime has passed, and decided that if they saw the world as that dangerous, they might just know something you don't. Remind them that cops carry all the time, even when off duty, so they cannot use the argument that he goes looking for trouble when you don't. Then ask them if they really know the dangers more than the local police do.

The problem you might get is that police chiefs on TV are always advising people to go along and to not resist. We all know better, but it is obvious your in-laws do not.

I was thinking you already had proven since it stopped one illegal attack that they saw (throwing you in the water without your consent), but they might not like the implications in it.