There was a saying among mortals, you didn't tug on Superman's cape, you didn't spit in the wind, you didn't discuss religion or politics, and you didn't mess with the IRS! Wise words. And words the Wizard himself had managed to live a long healthy life by prescribing to. You did NOT mess with the COWIGAAAOD! Those that did, even worshipers of Cthulhu didn't want to know the details.
And, the wizard was not stupid enough to think that even if he could, that by eliminating one messenger that he'd somehow cow an entire organization. The ACTUAL result would be a squad with the magical power of an arc mage and all the experience and training of a SWAT Team and magical resistance to boot. There had been Wizards drunk on her own power who had tried.
One mage was known for turning people into food, cookies, chocolate, candies, cake, the list went on... she was allowed to go about her business until she began teleport people straight to cannibals and handing them to psychotic chefs while still alive or only recently dead. The COWIGAAAOD had made clear to her that these DID NOT in fact count as transformers. She'd turn the messenger into a milk cookie, crumbled him up, and tossed him in the garbage. She didn't see the dawn.
Then there was thec high ranking demon in human form whose trinkets and agreements were made so they'd result in a horrible death, either the buyer's own, or someone close to them. The COWIGAAAOD had sent a message about how a man wishing to get away from it all, and being trapped in a gray soulless void for eternity wasn't really transformation, and he laughed in their faces. The next day there was a power struggle among the fiends to fill his now vacant position, the less said of his fate the better.
There was even rumors of one magic store owner who had killed, or transformed, the same Inspector, only for him to walk in seconds later, (stepping the rug that had been himself a moment before), and continuing mid-sentence from where he'd been interrupted. The Inspectors were rightfully feared.
The COWIGAAAOD were very particular about who they granted 'mobile store plot devices' licenses to. On the plus side, it sounded like Nathan was already getting attention. His family walking by of course thinking 'the costume' was part of his job (which realistically, it was).