was pretty much the same as your story (except we didn't get to the point of calling cops), another time my then-6 year-old wandered off in an Amsterdam train station and we couldn't find him for like 15 minutes. It's pretty scary when it happens.
Although I remember my parents losing track of kids way more, and for longer periods of time, and they never seemed all that worried. They left my 5-year old sister at Disneyland once for like an hour -- didn't notice she wasn't in the car until we had driven for about 20 minutes. Happens with 8 kids, I guess.