Lalo has powers surpassing superheroes
Even superheroes have to bend their legs when they nail a landing. Lalo slid down that ceiling like he was Mozart's corpse and kept his body straight with gun in hand even when he hit the ground.
He's either an ultra-superhero, or an undercover DEA that used to work for the Coast Guard, having perfected his skills of dropping straight down from tall heights from helicopters while performing rescue and interdiction duties.