Continuity mistake: Danny and Jamie are at the pistol range shooting targets. The vantage point from down range shows them both shooting tight shot groups. However, when they are finished shooting, they hold up their targets; their shot groups are not as tight as the down range perspective. (00:34:01)
Visible crew/equipment: When Eddie comments that the Rough Tough Cream Puff made a collar, she and Jamie walk up the hallway, and before Eddie reaches the doorway we can see the red tape mark on the floor as we hear Marcus brag, "mad fast." (00:15:55)
Continuity mistake: As Danny and Jaime are at the range shooting near the middle of the episode, their targets from behind and the grouping of shots they take are really tight together. When they retrieve their targets a minute later, the grouping from the front is completely different and further apart than what was seen from behind the target.
Answer: It's a common cop show plot device. If the police on the show always acted in the most logical way (i.e. not alerting a suspect to their presence) the show wouldn't have the opportunity for an exciting foot chase.