Edmonton is under the jurisdiction of the Edmonton Police Service, not the Royal Canadian Mounted Police.
Leonard and Sheldon drive their motorcycle through the 2nd story window overlooking the tidal pool and land in the deep end. In reality, the window overlooks the shallow end of the pool where the water only comes up to your ankles. They would've landed on solid concrete.
When the family approaches the West Edmonton Mall a situating shot shows traffic passing by the mall in the street. A cyclist is clearly seen in summer riding gear. Though care is taken to establish that there "will be no snow for Christmas", it would definitely still be far too cold in Edmonton on Christmas Eve for cycling in shorts.
After visiting Santa, Brian wants to find the hockey rink in the mall. Brian and Mary would have already passed the rink on the way from the pirate ship to see Santa, because the rink is inbetween the ship and Santa, and there is no way to get around it without seeing it.