It the same as calling the cops on a burglar, it doesnt actually affect you other than they stop the situation but then there is an official record for the courts to look at. Take someone to court and accuse them of burglarizing with out a police report and you wont get any where. Same thing with your states insurance commissioner, they are the insurance industry governeing body. You need a report, they go a step further and fight on your behalf.

ETA I would not take delivery if I had any concerns until steps had been taken to cover my **** now and in the future.