The problem is not that the neighbour is nosy, but that they are making a dumb decision in spite of all visible evidence that nobody is in immediate danger.

So you are worried about seeing a neighbour's kid walking near the home alone? Talk to them to check they are ok. Accompany them home. Talk to parents about your concerns.

Do not call the police.

Note that I am in no way saying that they take grunt of the blame, but we put adult people in jails for doing dumb things (hey, that lion in the zoo looked really sad so I released it). When you can hurt someone, it is your responsibility to not be dumb.