Due to my job, if an alarm goes off after-hours, I am the first person who gets called in to check on the store. Now, if I see evidence of an actual break-in, I would call the police. But, if everything looks intact externally, then I'm going into a dark, empty store where something set off a motion alarm.
I can sit in an empty theater by myself no problem, but I've seen enough horror movies that an alarm call always creeps me out.