The City That Never Sleeps - S4-E2
Continuity mistake: Danny and his partner are driving with a passenger in the back seat. You can see both front seat headrests removed while they are talking in the car. Next shot shows the car from outside and you can see the headrests are on the seats.
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.