How could they not know about the cops? (Spoiler alert)

When Culpepper introduces himself at the Big W, everyone seems shocked and dismayed. But on several occasions they much have known, or suspected, that the cops knew what was going on, and were shadowing everyone's slightest move.

For example, when the Crumps emerged from the hardware store all mussed up, the owner starts to chase them but is held up. The Crumps notice this and hurry along for a cab. When Myers is riding with Barney Fife, they both notice the police helicopter chasing them. This must have tipped Myers off that they are following him, yet he goes on and doesn't tell anyone at the park about it.

There were also a couple of occasions during the reckless driving scenes, that police cars were right there. It must occur to some of them that they weren't stopped for their crazy driving, and allowed to continue. You would think one would say "I wonder why the cops didn't stop us".

And when Dingy and Benjy "land" the plane, and cops are all over, they are able to bounce out of the plane, run about 50 yards to catch a cab without being stopped. I get that everyone is thinking about the $350K, but Ding and Benjy must have wondered how they escaped so easily and would put two and two together. Perhaps not?