Not a bunch of gangsters. And if they didn't find it what could they do if they were posing as cops? Anything short of murder and the gig is up. Keep in mind he said they searched, and he mentioned nothing about gloves. Busting in a window is a noisy affair, too, so they knew they were being watched if this is indeed the scenario.
It happens quite a bit, actually. Think about it. You are a drug dealer, you have connections and bucks, and you decide that you want your shipment returned to you for whatever reason. Easiest way in the world--pose as a cop or fed and intimidate the recipient into any compliance at all. Every witness just says '...a bunch of cops broke in...' and they can't get close either because they, too, are intimidated.
All you need is five minutes, uniforms, and balls. EASY.