Frank Reagan: I'm the PC. I know everything.
Frank Reagan: And I don't have a Teflon suit. Everything gets to me. Every time one of ours is hurt, or jammed up, or he's in over his head, it gets to me. I just don't show it, 'cause I can't show it, 'cause nobody wants, or needs, a sensitive police commissioner.
Sid Gormley: OK.
Frank Reagan: So screw you!
Sid Gormley: Yes, sir. That an order, too?
Frank Reagan: Yeah, that's an order.
Sid Gormley: Screw me. I'm on it, boss.
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.