no, its not said that you must grab all things to go to the next level. but when you grab the things you get more points. and: ok, you are right, the detection of the cops is buggy, sorry
it says "When you have grabbed all wares you can go a stage higher." For me it felt it means I have to take all items before moving on but now that I read it again I see what you mean. ok
sorry, my english is too bad. when you want you can go a stage higher to grab the next item. but yyou can stay at the same etage, runiing away from the cops, you get points meanwhile