Even if some cop came across a bullet you fired, had it analysed and linked the HK 4 to an existing crime, that would just confuse and deter their investigation from the real mission. Plausible deniability is the paramount cause. To do the mission and not expose the agency to the scrutiny of enemy. Better to sit in a cell on a robbery you never committed than to get the entire operation pulled out. Where the gun came from doesn't matter so far as your work is concerned, only that it can't be traced, and that it fires enough rounds to take out the bad guys.