I don't disagree with your overall point, but I think you're looking at U.S. law enforcement through far too rosy of glasses. LE anywhere is mostly reactive. For all the crimes committed, rarely is law enforcement going to be able to be there to stop it or prevent it. At best they can hope to arrest the perpetrator after the fact. And in every state or federal park I've ever been to the parking lot sign clearly states that they are not responsible for damage or theft to your vehicle and that you park there at your own risk. The implication being that if you don't like these provisions, don't park there. I can't speak for every city or town, but the one's I've been to see vehicle burglaries as a low-priority crime and assign very few, if any, resources to it full-time. At best they'll come out and take a report to file away somewhere. And yes, I've heard U.S. law enforcement blame the victim. As in, "well, you shouldn't have left your purse in plain sight." Or "what did you expect to happen when you left the keys in the car?!"
My point is (and quite a few other posters): Crime happens everywhere. So no matter what country, state, or town you're in, don't just rely on law enforcement to protect you, use your own common sense. If you don't have any common sense, borrow, buy, or rent some. Anecdotally, statistically, or any other way you choose to measure it, Cozumel is a comparatively safe place to visit. I don't drive in to Juarez anymore (not because I fear being targeted for a crime, but because the amateur hitmen there use the "spray and pray" method of killing and I really don't want to be caught in the crossfire), but Cozumel gives me no reason for any above average concern.