When is doing the "right thing" not the right thing to do?

So, apparently, my boyfriend and I have a difference of opinion as to when the doing "the right thing" becomes the wrong thing.  I just witnessed 2 young men in the alleyway between the building I live in and the house next door use a tool to steal 2 bikes I knew belonged to the neighbors who live there.  I called 911, and reported the crime in progress, as we are taught to do in all those after school special we watched as kids.  This somehow managed to upset Steve, who feels I may have put us both in danger by making the call from a location visible to the thieves.

This caused a huge debate in the house, and Steve feels so strongly about it that he wanted to go spend some time at his Mom's.  I don't get it.  We are taught to report crimes, but then in cases like Steve's, people live in fear of the repercussions of that action...I wish I understood it better.