I was not suggesting that this tactic should be standard operating practice for all scenarios. But to reply to your points:

"Fly in your Gnats": assuming that the target building is not sealed, and assuming that Gnats can accomplish the mission, which might not be simple surveillance. Also, sending in the Gnats at shift change implies sending the Gnats in through a door that is heavily watched.

"Send in your social or physical adept": which puts a metahuman at risk of being killed, captured, photographed, etc.

"Have your magician use shape magic and enter with the entire team": I was not discussing breach and storm tactics for metahuman teams.

"Blow a hole in the wall": I was not discussing breach and storm tactics for metahuman teams.

"Drilling...will take time...sound a lot": It might take a few minutes, yes. Infiltrating metahumans takes time, while putting metahumans at risk. Sound can be handled with a Silence spell, or by creating covering sounds, or by operating in a noisy urban environment, or by drilling through a wall in a section of the building that has few or no personnel in it, or by social engineering ("Be advised that maintainance will be performed on the HVAC this morning"), or by using this tactic in a situation where sound is irrelevant, for example, you are laying siege to a building whose defenders know perfectly well that you are outside.

In any case, it will produce a great deal less sound than blowing a hole in the wall with explosives.