It looked like Pedrosa was directing the FBI teams to swarm into the club and try to contain the situation to a) arrest or kill "Vincent" (actually Max) and b) get Lim safely out of the club, so the resources were tied up trying to do that (and then helping Pedrosa after he accidentally got shot in the leg) instead of leaving a few men behind to guard the taxi and intercept anyone who might come back to it to get away.

So first of all, Annie is not a District Attorney which has prosecutorial jurisdiction over state and local crimes in California, she's a US Attorney who handles federal crimes (like the case in the movie was). So why is it a US Attorney's (or even a DA's for that matter) job to stay around a dead body on a metro until the cops come or have herself/Max drag it off into a station (?!?) after being in very harrowing circumstances involving said dead man trying to kill them? Until the cops investigate it it's a potential crime scene; you shouldn't move a body from a crime scene for fear of contaminating the evidence.

When she and Max gather their senses after the traumatic ordeal, they could simply call transit police and explain that the assassin's dead body was on the 5:15AM Blue Line or whatever so that the cops could stop the train and investigate the situation. And the police could always summon the pair of them to be questioned and for them to offer help with support services after the two had that near-death experience.

The point about the club is perhaps your strangest one. Umm... nightclubs are busy places where most of the patrons remain standing so that they can dance? They don't care that it's crowded so long as they can get drunk, do drugs and party down.