Phaneron

Answer: There is no reason other than it would be an incredibly boring movie if he did that. Obviously that's what one would do in real life, but if one buys that Marv and Harry can survive the multiple fatal traps they encounter, then one can suspend disbelief enough to accept a questionable decision to advance the plot.

Answer: I think it's the same reason he didn't call the cops in the first film, he was afraid of the cops because he committed a crime himself. While it could be considered a stretch, it's not really explained in the films. In the first film he is chased by the cop for stealing a toothbrush and in the second film the hotel has found out Kevin was using a stolen credit card, so he flees. Of course, he ends up calling the cops in the first film and makes a recording of their confession for the cops in the second film.

Bishop73

Answer: What cop would believe a little boy that he knows that two escaped convicts, he single handedly captured before, we're going to rob a store.

Answer: He's heading back to the hotel most likely to apologize for spending such a huge amount.

Answer: It's Kevin's dad who screams out. You can tell because Buzz looks at the bill, smirks, and says, "Oh, Dad." I've always interpreted it as Kevin running away. The joke is that Kevin's dad screams so loud from the hotel room that Kevin can hear him from the park. So Kevin wouldn't want to face his dad.

Bishop73