Now, I'll take your statement and try analyze it. Some people in that building said they didn't see any sniper. That probably is very true. If this guy pulled out a gun, fired, then quickly moved, they may have never seen the man. This is not a big surprise that they didn't see the gunman.
Now, as for the military, they were under fire. Somebody in that tank or nearby spotted a sniper. This was either from the eye or from a sensor that picked up that flash/heat/or infra-red on that scope. They had every right to fire back. This is without a doubt.
But, this is not the reason Shep made the statement.