... why in the world would he ever jeapordize his sister's life by personaly going to pick up his sister and put her in his presence, out in public, during a mob war when his enemies were looking to kill him?...
It's allright because as we can see, he had all his bodyguards with him waiting at the bottom of the stairs.
And as we can also see, or one of his men looks both ways to signal an 'all clear' before Sonny walks out the front door of the building.
Also, as part of the storyline it HAD to be Sonny who arrived to pick up Connie at the apartment so he could see her bruises and be freaked enough to go and beat the crap out of Carlo...in itself another 'risky' hotheaded move if you want to continue being nitpicky about it.
Apple