Alonzo leaving Jake with the Hispanic gangsters was part of his test
He wasn't trying to get Jake killed, he was putting him through a test. He let that girl go at the beginning because he knew who she was. Had he arrested her, he couldn't have conducted the exercise. He knew the gangsters would find the wallet on Jake, and Jake would be able to get his way out of the situation. Perhaps it was to test his mental toughness more than anything. But he had that situation under control and knew that, while it would be uncomfortable, Jake was in no real danger.
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