I am positive you did the right thing.
My husband plays the drums, and his cousin guitar. Since we have a spare room where he has his drums set up, they get together and jam once in a while, never after 8pm. When we first moved in, he told the neighbors he played drums, and asked them to listen for him once while he played--they couldn't hear it.

Hopefully they appreciate the fact that you went to them first, and didn't call the police, and they will remember that when scheduling their next practice.