OP, I think you are confused between wrong and illegal. And thinking the police are there to stop anyone doing anything wrong or that they shouldn’t do.
There are tons of wrong things that are not illegal or a police matter (eg lying/ having an affair, being generally mean).
it has to reach a certain bar for severity, within a certain category to break a law.
I don’t know the law well, but I don’t see that bar is met in this case…. It’s not theft, as there is no evidence he ever intended to retain the keys. He didn’t after all, run off with the keys, he simply removed them from the car, so the person couldn’t drive away.
Neither does it sound like he was threatening or attacking in any direct way.
Neither did he break into the car, as the door was unlocked.
Nor did he cause any criminal damage.
So while it seems totally understandable that the old woman would be scared, when there is a negative history, he is a big guy etc…. And his behaviour sounds unpleasant, it doesn’t sound illegal to me.
That leaves police with just one option- question/ take it seriously, let him know they are watching etc… but ultimately release him.
sorry!