Because cops never, ever, ever break into a criminal's hideout to arrest them. Never.
Also, with those who were asking about the whole suiciding when wanted/bounty'd, Diggy has plans to allow people who are wanted or have bounties on them commit Self Delete, if and only if there isn't anyone around.
@Diggy
General sidenote on that suiciding change, when you do the container search to find players to determine if the wanted person can Self Delete, it's probably a good idea to search through bricks, too, so wanteds can't just run around a corner and kill themselves.