Yeah, the first movie pretty clearly lays out why he didn’t want to call the cops. Also, IIRC, the snow storm knocked out the phone lines. His parents mention that they can’t get ahold of him because the lines are down. So he couldn’t have called them even if he tried.

The second movie though? He was a predator stalking his prey. He wasn’t just a victim of a break-in. He actively lured them to his twisted funhouse, and didn’t call the cops until the very end when he wanted them to get caught red-handed.