Lem saved him. Not Vic. He was too busy threatening the broad involved in the heroin deal. The fact that Lem saved him is called "Irony". I know, I know, its not shit exploding and body parts flying. But it happens quite a bit in real life.
Tony Soprano is a mob boss. Not a cop.
Cops + shooting IAD officers = BAD.
The Mafia + shooting cops = BUSINESS.
Get the difference?
Shows like that have to be semi-realistic. You either don't get that, or don't have a good conception of reality.
So you want Vic to shoot Kavaunuaugh and to murder the witness (who has a little kid) who is under constant police survelliance? C'mon. Its a cop show. Not a Vin Diesel movie.
I think, just a little, that Vic may get caught if the guy investigating him gets killed and the witness dissapears.