So? File the report for "documentation" reasons. Get a copy of the report.
This way, if he approaches you again or something happens to you, there is a paper trail. The guy may, or may not, be involved in your future. You won't know.
Second, if the guy does this to someone else and THEY report it, the police will know this is a pattern OR that things are escalating.
I did the whole report thing multiple times for documentation purposes. When something really bad happened, the police AND the judge had a paper trail to justify granting an immediate Restraining order AND keeping it in place. When I'd call to say he was violating the order - they immediately sent 2 patrol cars, lights flashing.
Previously, they had said there was not enough stuff happening to warrant a restraining order.
Please reconsider filing a police report for documentation reasons. It could help you, or someone else, in the future.