Continuity mistake: In the first meeting with Casey Jones, Raphael jumps over Jones. As he does, Jones starts to turn around. As Raphael lands, Jones is starting to turn around again.
Continuity mistake: When Leonardo engages Shredder on the roof-top, there is a scene where Shredder is seen close front. In that instance he is actually fighting Raphael; on the right you can see his red mask, and the weapons Shredder parries are sai, not swords.
Answer: Most likely to kill Shredder and make sure that there would be no way to come back but, as seen in the sequel, Shredder does return.