Still, he is only one man, and is carrying around an injured albeit lethal girl.

The only reason "phantom" is feared so much in the underworld is because only Inferno, their masters, know their identities and faces. That makes them impossible to find or track, and coupled with superior killing skills, makes them the perfect assassins. But if a gigantic organization knows who you are, I doubt it's going to be easy trying to keep out of their grasp. You do have to eat and find shelter, and those things cost money and necessitates contact with the rest of society, both activities a possibility of being exposed and caught.

PS: That leg scene made me want to puke.