See Castle Rock v. Gonzales and DeShaney v. Winnebago County Department of Social Services.
The federal court would definitely be bound by Castle Rock.
There is arguably good reasons why police (and fire fighters, and social workers, and meterologists) and the governments they work for can't be sued for not protecting people from the bad actions of others, or disasters. It's not their fault that bad stuff happens (and when it is, that's a different legal situation).
That said, state constitutions can be more restrictive, and it would be interesting to consider the effect of creating such a duty would have.
Perhaps it could be created as a duty to the state government rather then individually harmed people, such that the state attorney general would be the one who sued (or more likely settled with a consent decree that created policy changes).