Moscow Rule number 38: If an alert is issued, they must pay a price and so must you.
By raising an alert, the adversary shows their hand. In effect, they allow you to know what they knew about your operation. This is why police don't start arresting drug dealers as soon as they find them, but trace out their lines of supply and find out where the traffic is coming from. Arrests are then made all at once, to create maximum disruption to the criminal activities. To make arrests early would simply tip off the crooks that their operation has been compromised.