I'm guessing that you can't just pull people into Limbo any time you want (Mundus drew power from the Hell Gate to reach pull Dante back in from far away) Kat can also only make the connections through rifts in between the worlds. It is known that the events in Limbo have an effect in the real world to a certain extent as well. Like I said, Mundus's strongest factor was the subtle factor and being a passive aggressive fist that was secretly controlling the world.
Mundus pretty much had a lot of power to do what he wanted, and seeing that Dante and Vergil were labeled as terrorists he could have easily convinced the government to have more than one swat team there, or have an entire police force there. He has enough power in the real world to sway the president into his way of thinking, let alone have Swat teams break into a compound and murder all the terrorists in the building. Also since he is the demon king all the demons in higher positions in the government or police forces, etc, could have easily been at his whim to handle the situation better . He could have basically told them that he wanted all their priorities to be on this situation and didn't need to tell them why.
To demons asking why he could say that Dante is a threat to limbo and demonkind, etc, etc and needed to be taken out.
despite how many times Dante falls into Limbo we can piece together that a specific priority is made to keep Limbo from collapsing into the real world.
I don't know about that because Dante is dragged into limbo by lesser demons all the time. And in the cutscenes it is not clear why or how demons drag him into limbo.. Given that Dante is more vulnerable not in limbo Mundus could just have some corrupt police officer go out and shoot him in the face, and then cover it up seeing he had tons of influence in government.. Or hell just have a bunch of people kidnap him instead of constantly draggin him into limbo to "kill" him.
If it did it sure as hell breaks the subtle key to the hold they have. Sure Mundus could have maybe tried to separate the people there but who knows exactly what kind of consequence that could have had. Trying to pull such a stunt was a risk that maybe isn't worth taking.
He could have had cops that were all demons be at the drop if he dragged them into limbo.
The story doesn't have to treat you like a baby and give you everything in detailed explanations on a silver platter but it gives you enough where you can build upon it yourself and be like "ok, so it must work like that." Limbo is not really a flawless tool of weaponry from what I picked up. The only thing I'm wondering, why didn't Lillith have a powerful demon bouncer for the club lol.
The problem with limbo is that it mainly serves as a plot device without little explanation why at times Dante is pulled in and out of limbo. It's pretty inconsistent and even though it sets up nice environmental effects and story implications, it feels like its a gaping plot hole.