Having grown up in a big city with an entirely human sherrif--hell, a totally human law enforcement team--Cece was personally not a huge proponent of poking the bear when the bear was a dragon and they lived in a town the size of a postage stamp.
Atlantic City was probably pretty similar to Baltimore in a lot of ways, at least in the sense that their police force was probably mostly non-magical and easily fooled.
But it was also a Sunday night. And leaving town for a couple hours just to see some cops squirm sounded like... Well...