Visible crew/equipment: After the opening credits, when it cuts to Frank's office a red tape mark is visible on the floor near the window, at the right side of the screen. After Nicky leaves the office it appears Frank walks to that area to look out of the window. (00:04:35)
Continuity mistake: When Danny and Jimmy drive up to D'Angelo, the rearview mirror appears, disappears, and reappears on the windshield (though its small square adhesive is intact). (00:28:30)
Visible crew/equipment: After Danny tells Linda all that matters is her brother is alive and her family is safe, when it cuts to the courtroom there's an overhead shot from behind Frank, and the actor's yellow tape mark is visible on the floor at the left side of the screen. (00:34:20)
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.