The cops didn't let them come out before apprehending them because...
a. They are 'tards.
b. the bank manager is a 'tard for not just hanging up and letting them leave.
c. Sonny is a 'tard for burning the register instead of simply taking it with him.
d. The head teller is a 'tard for saying she needs to go to the bathroom causing the delay.
e. All of the above.
https://www.youtube.com/watch?v=A1Tgrq5wLAw
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However we know Sonny isn't a total 'tard, e.g. he spots that brotha as a cop, but then "there'll be hamburgers on the plane". Planes don't serve hamburgers, this should've tipped him off.