Yes you should have gotten a police report. I was in a minor fender bender almost two weeks ago. The damages weren't bad but I made the police come anyway. Unfortunately, I live in Michigan which is a no fault state. The most I could get out of her insurance was my deductible. My insurance had to pay for the rest. But my insurance won't go up cause it was clearly her fault and she even admited it was her fault. Luckily, my damages were only 493.00 but I did have to go the hospital cause my back was all sore. I have full medical on my car insurance so they picked that up to. No matter how minor an accident it is, I will always get a police report. This one saved my butt.
P.S. Sorry to hear about your accident.
