That officer was an ass, but I suspect it stems from the ass who called in a complaint. Still, that threat was way out of line and I'd visit with the police chief.
BTW--it is a bad idea to contact child protection services. They are not there to judge your parenting methods unless you neglect your children, which you clearly aren't. Key to this whole this is fitness.
I hope one day your daughter can find a friend to ride with, and then more friends and finally, in the end, change the mindset of your community.