The BFI DVD commentary goes into this.
The police were looiking for black market goods. (See also the opening scenes where the police escorting Gerbier stop to pick up black market groceries). Police are often prone to miss things they are not specifically looking for. (Plus there is something of a tradition in French cinema of depicting the police as idiots).
And finally, the possibility is left open that these particular police are indeed sympathetic to the Resistance. (If the three worked together it is quite likely they were aware of each other's political views).
There is a lot of ambiguity like this in the film. (See also the woman with the child at the station, the debate over Mathilde). The idea of the army of the shadows extends to a need to take action based on incomplete information, make snap decisions about whether to trust people, etc.
I used to want to change the world. Now I just want to leave the room with a little dignity.
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