They don't. We've given it to them willingly.
It has been granted to them by every person who has chosen to "outsource" dealing with their problems to the police. Loud neighbor? Call the cops. Something doesn't look right at the house down the street? Call the cops. Someone breaking into your home? Call the cops.
As a society, many, many of us have forgotten how (or even why) we ought to fight, defend ourselves, or interact with society. So we call the cops and go back to our Netflix or whatever it is we are doing that we don't want to be bothered with.