Rudi, you are a very lucky man - although grey-market dealing in tickets is quite open and there are many ticket brokers that advertise, etc. - it is still technically illegal, And hence you are quite lucky that the local police was willing to help you in this regard as most cops would not be willing to proceed in this manner.
Actually buying scalped sports tickets involves the same fundamental issue that buying tickets from ff coupon brokers (who also advertise openly) does - you are not breaking any government laws hoever you are breaking the civil contract that you have with the airline (or event venue) - hence if I was fleeced by a coupon broker I would definitely have trouble getting law enforcement to bail me out.
I suspect that the police helped you out partly because you were a tourist in the US.