I did that loads of times. They didn't want to know. They did at our insistence go to "have a word with him" once, but it made no difference. They said it was best ignored. He was the ex-husband of a friend of mine. Now an ex-friend because I had to completely dissociate myself from any connection at all.
It was the same with nuisance calls. The helpline told me that "They're not usually anything to be really frightened of" and just to "gently put the phone down and let the caller carry on at his expense while you go off and do something else. Then return and replace the receiver later." That makes you feel a whole lot better!
Basically, if someone murders you they'll try to find out who did it.