SOUTH RIVER, N.J.—From his early days growing up in a New Jersey hamlet, Brian Sicknick wanted to be a police officer. He enlisted in the National Guard six months after graduating high school in 1997, deploying to Saudi Arabia and then Kyrgyzstan. Joining the Guard was his means to joining law enforcement, his family said. He would join the U.S. Capitol Police in 2008, serving until his death on Jan. 7 after succumbing to injuries sustained during the Capitol hill breach the day before. “His brother told me, ‘Brian did his job,’” said John Krenzel, the mayor of Sicknick’s hometown of South River, New Jersey. Police leadership badly miscalculated the threat despite weeks of signals that Wednesday could get violent. And they refused Pentagon help three days before the protest, and again as the mob descended. Under withering criticism, the police chief resigned as have the chief security officers for …