Factual error: When Hooker comes out of the diner there is a billboard advertisement to the right. It is for Ezra Brooks bourbon. Ezra Brooks brand wasn't created until 1957.
Factual error: When Lonnegan brings the briefcase full of money to the cage for his big bet, all of the 100s in the case are 60s federal reserve notes, which obviously did not exist in the 1920s or 30s.
Factual error: The Helvetica typeface, used on the 43rd Street 'L' platform is not correct for the period of the film.
Factual error: When Hooker gets caught in the phone booth by Schneider, the very last shot has Hooker running down a street with a row of cars contemporary to the period parked on the left. If you look just beyond the 'prop' cars, you can see modern cars parked.
Chosen answer: Snyder only knew that Erie was friends with Hooker, and he wasn't on Lonnegan's payroll, just a run-of-the-mill corrupt policeman, so he didn't know Erie was involved. The Courier barely saw Erie and so may not have been able to identify him as well as he did Hooker and Luther, so Erie was unknown to Lonnegan.