Confidence, super confidence.
The reason for knowingly jumping into a trap is simple: traps often have bait, and this bait is Little Andic.
Since the hostage rescue team that should have been part of the trap at the Compaq Building has been diverted, Gao Yi can certainly go and retrieve the bait from the trap.
The logic is simple, try it first before anything else.
Of course, minimal safety measures still need to be taken.
A killer focuses on disguise, a mercenary on protection; since we're directly jumping into the enemy's trap, disguise isn't of much use. Adequate protection is essential, along with beefed-up firepower.
The equipment is all there, bullet-proof vest on, guns of all kinds ready to use, just go in straight.
As Buck said, the Compaq Building isn't actually big; its location, however, is prime, right on the expensive Broadway in Manhattan, a slight distance from Times Square but not far, positioned centrally in New York.
