Undercover in this case probably means plainclothes, not some sort of deep cover investigator. They don't wear the usual "police" uniforms. They drive vehicles that you wouldn't immediately suspect as having police in them.
"Breaking cover" to handle an individual situation is much different than publishing their name in the media. Also, since there's some question whether the guy they are looking for may have a few extra vent holes in him now, it wouldn't be prudent to give him a lead on who did it.
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