In "In the Line of Fire" (1993), the security also carries other guys' photos with them, even though they already know Mitch Leary is the assassin. Why do they do that?
Just because Leary's a KNOWN assassin does not mean he's the ONLY potential assassin out there.
The Secret Service would be looking out for any and all potential threats to the President.
Granted they would prioritise Leary's capture but they'd still be looking for other known suspects/threats.