OK, they're in the Barrens, a fairly lawless place. Full of homeless and SINless and other metahuman refuse. Are they sure they weren't seen going into the building with a couple of trussed up bodies that they pulled out of the GMC Stepvan (Or did the Germans get a better version of *THAT* as well?)? Don't forget that bums and hobos just blend into the background and are barely noticed by most people, Shadowrunners included, but they have eyes, ears, and contacts. Sometimes those contacts are Shadowrunners themselves.
Information is currency in the Barrens. Let's give an example: "Honest" Harry the Hobo saw the group with the bodies, and is begging his Mafia Soldier contact for drink money when he hears about the abduction over the radio. Instead of begging, he's happy that he can earn some honest coin and sells the intelligence about the group's movements to Tony. Tony uses the intel to leverage himself higher up the food chain to his Caporegime. Said Captain then confirms the intel with a few other contacts he and his Soldati has on the street (Is the group paying attention to what's going on outside?). Hey, looks like he has a good possibility for some good work. He talks to the Underboss for advice with this intel, and they decide to "Sell" it to Lone Star in exchange for some... "Understanding" with the Parole Boards in Lone Star Prisons. And thus a good safehouse with the best in technological and magical protection is broken by one guy seeing the wrong thing at the wrong time. Social Networking, Version 1.0.
Legwork. It's the cornerstone of Shadowruns as well, and is how the PCs find chinks in their target's armour as well. It works both ways, however.