This makes NO sense at all. Drake and Reid are RIGHT THERE! Mathilda climbs down from the roof and runs away and Drake and Reid decide THAT'S the time to interrogate Harry Ward? SERIOUSLY?!!!!
"Lettin' the cat outta the bag is a whole lot easier 'n puttin' it back in." -- Will Rogers
These are really complicated street/tenements (large buildings with many apartments that spiral around, streets that dead end - there is no urban planning nor building codes).
From what I remember, they couldn't follow (was it a locked/small window?) and/or they are too big to follow after her the same way (too heavy, the roofs would collapse under them and/or they could easily slip and fall to their death). By the time they'd go down the stairs and come out of the building and round where she climbed down, she would be long gone. Hence, going after Harry to interrogate him and try and figure out where she went.
We're going to have to agree to disagree on this one. After everything that Reid went through to find his daughter, and knowing those streets like the back of his hand, it's simply inconceivable that they would have just stood there like the Keystone Cops. She didn't have that much of a head start, and they should have immediately focused all of their efforts to find her. No debate.
"Lettin' the cat outta the bag is a whole lot easier 'n puttin' it back in." -- Will Rogers
It might indeed have fit Reid's state of mind better if they had run after her in one (or actually two if they had split up) of five or six possible directions right into a maze of passageways and tiny alleys with countless bolt-holes full of people going about their business at the odd chance of stumbling across her. But having been cops in this particular area for years, they would have been aware that doing so might be foolish and would most likely leave them completely empty-handed, so instead they followed the one lead they had. Seems sensible to me, if maybe a bit nonchalant.
After all is said and done, a lot more will have been said than done.