We did this in the late 1800's and early 1900's because the upper classes understood that they needed to be afraid of the masses. Prior to that political violence seems like it was the order of the day. The US has always had a pretty strong aristocracy, but the aristocrats were variously either moral people or they at least had enough of a sense of self-preservation that they wouldn't get too greedy.

One of the most interesting aspects of the policing power in the premodern era was the existence and split of a powerful church.

Religious institutions had some access to legitimate violence in a way that the state couldn’t control. Once authoritarianism gave way to more democratic governance, that effectively disappeared.

not in the UK (or the US) since king Henry VIII made himself Pope of his new Anglican Church in the 1500s

And then the upper classes stirred racial resentment and sent Pinkerton to rough up and kill strikers.