From what you're describing, sounds like it'd most depend on a.) where is the "building they're hitting" and b.) how long exactly is the "quick jaunt into" said building. If the building is downtown and it's mid-day, even if it's just five steps from the van to the door, there's still a pretty dang good chance that someone or multiple someones are gonna see something and phone in a report. If they're keeping it in their pants, timing it well and not doing anything stupid (like parking illegally), probably not much to worry about. Although, it could be fun to throw in a random-but-not-random squad car who just wanted to "make sure everything is okay". And even though their may be surveillance pretty much everywhere, the chances that it's being monitored live are not great, at best maybe it's being passed through some sort of program/algorithm to determine if there's something meriting actual human inspection?
If it's in the Barrens, I'd probably not even worry about it unless it was a.) a part of the intended storyline or b.) they are being waaaay blatant and abusive about it (high explosives, lots of prolonged gun-fire). Then I'd determine a logical response time before some sort of authority figure did a fly-over to, if nothing else, see what's going on.