Do you have any idea what typical PD response time to a burglar alarm call is? I set one off by accident once at my customer's place (one of the numbers was worn out on the keypad, so when I put my code in it failed to work properly) and it took 20 minutes for the police to show up. Response time is gonna be fast in a place that has little to no crime, but in a place like Vegas? Forget it. Many of the big cities in the US barely have enough manpower to adequately cover what they have, nevermind a burglar alarm call. (Which, because of falsing, they probably deal with a ton of those every night. )
It's not a terrible idea, granted (eg, for other reasons, such as insurance) but a typical thief is not going to hang around long enough, unless he's like that guy on the liquor store video that gets trapped inside the store.
FWIW I have direct experience with this. I rented an office inside a store with a central station alarm. Theives broke into the place 3 times and the police missed them every time. 95% of thieves break in, take whatever they can get, and get out in minutes.
-Mike