Another layer of security is the outdoor sensors. They can notify inside people if someone is wandering around your house. You can also let them know they are being detected. Or have the system call your cell phone if you are out.
I would not recommend calling the security company or triggering a full alarm with the outdoor sensors because these sensors may produce much more false alarms (pets, weather conditions, etc.).
Again, you are protected by layers of redundancy. Hopefully, the outer layers can take care of the problem, but if not the other ones will.