why, when dog-walking man was taken, did one of the men pick up the dog?
I think it was meant to look like they were threatening the dog..? Not really sure though, it wasn't very subtle.
But then the show doesn't specialize in subtle - Carrie when being pursued, or when spying from a car, is a picture of 'how to look totally suspicious and draw attention to yourself'. Look over your shoulder frequently, and rubberneck all around you with wild staring eyes - yep, that should help you blend in.