It seems like they wanted the three captains, not Lino. Not that they wouldn't have killed anyone just for being there, but he was not the primary target, so he got away. Apparently they didn't think he was going to rat, probably too much risk to hit him outside the club while the captains were being finished off and disposed of inside. Just my opinion.
Yes you are right, he wasn't supposed to have been there nor killed so it confused everyone there when he ran out because everyone had their eyes and weapons on the 3 capos. I think once Dellacroce got ahold of him and they figured out he wasn't supposed to get popped himself nobody worried about it and he would have been stupid to raise a stink over it because I'm sure even he knew he would be dead quick if he did.
Like you said if they chased Lino and popped him outside then they had a mess on their hands. Even though they screwed up they did the right thing
