True, Sonny should not have been seen outside the estate.

But there's no way that Sonny would have been able to go without seeing Lucy for the duration of the war. He couldn't bring her to the mall.

Unless something extraordinary happened, I don't think Connie's life would have been in danger from anyone except Carlo. She was a relative and non-combatant. More to the point as the novel suggests if the Families start going after women and children they are all equally vulnerable to retaliation.

There is of course the Apollonia exception but one could argue that that was a mistake.

As far as Sonny picking up his sister I think that was just the film's and novel's method of having Sonny see first hand exactly what Carlo does to Connie.

It would made more sense for one of Connie's girlfriends or even a low level Corleone associate to drive her out to Long Beach.

All of Sonny's mistakes, critical or not, stem from his essentially impulsive manner. He often acts without thinking and wants things when he wants them. Good or bad, that's just his nature. Whether he's trying to protect baby sis, slap Mike upside the head for joining the Marines, or speak out of turn in a business meeting Sonny always has a very short delay between thought and action