Whenever we feel a situation in which we feel uncomfortable or not in control, we say such statements as quoted by you because,
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ALLAH is always controlling every situation and we are always dependant on HIM. This is just a realization we get at thet particular time.
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We have faith in ALLAH and we say that as we leave our matters on HIM, and HE does the best for us.
Calling the police is a headache in Pakistan, until you are backed by Authority or media.