Sure you can be angry but you shouldn't be surprised at the muggers' behaviour. They're muggers after all and they're justifying their behaviour in some way that satisfies them. The anger in their direction isn't really helpful because they don't care about you. The crooked cops are the ones that need to be eradicated so that proper law enforcement can be applied and muggings decrease in frequency and severity.
Why not both? It's not like these hypothetical cops care about me any more than the muggers. If I have the opportunity to defend myself from the muggers in this scenario or get my money back, I would do so as well. And I would be happy to ostracize anybody I know to be a mugger even if law enforcement does nothing. And build social support for more law enforcement actions against muggers. Etc.
