Mr. Monk Goes to the Bank - S6-E12
Factual error: An intelligent, experienced police officer like Stottlemeyer would know perfectly well that shooting a lock will not open it – that's purely a Hollywood myth. Not only would shooting the lock probably jam it, but the ricochet in a closed room like a bank safe could easily kill someone.
Mr. Monk Goes to the Bank - S6-E12
Factual error: Banks never use combination locks. A four-digit lock, like the one used here, would take a patient thief about six hours to open by trying every possible combination, and banks really do take such unlikely scenarios into account. The wall panel in the bank would be secured by two padlocks, with no one person holding both keys.
Answer: Stottlemeyer was already upset after the phone call. He was trying to get "Kevin" (who would have to be a judge, but no further character information is given) to issue a restraining order with no evidence of needing one, except that Adrian Monk said she needs one. Kevin said he would need to "sleep on it." So it's clear they've been trying to provide protection and unable to get the results they need, which seems to be based on no one trusting Monk the way Stottlemeyer does. He's just angry that they failed to protect Linda despite all their work. Although it does feel like a scene was cut, or altered, from the show that shows the futile attempts to protect Linda which built up to his outrage.
Bishop73