They only showed up a while after the initial altercation. Remember they had automatic weapons, grenades, pipebombs versus a group of police that probably only had pistols and tasers.
Also there were no helicopters in the early morning due to weather conditions.
But they knew his general location though. Once someone starts tossing grenades at you, it's probably time to get the FBI involved.
I mean, this is RIGHT AFTER the bombing. Boston is one of the most heavily-protected areas in America right now.
How he got away despite all of this....I just can't understand that.