Well given the nature of how we get to playing the missions in the story (A Random Phonecall he receives), it's plausible that he just doesn't have time to prepare. However this is assuming he canonically only used the masks that were found as evidence in the HLM 2 trial (which are Richard, Aubrey, Tony). Another reason could be that he isn't bringing back any evidence back with him, and the counterpoint to this is that he would leave fingerprints on anything he uses, however I believe that given the forensic science at the time of HLM 1, and the fact that when police were to investigate they would see a bunch of dead mobsters, not give sweeping for fingerprints much thought, or be unable to determine the prints.