Mass Effect SPOILERS:
The Normandy is agile, state-of-the-art, so it can escape pursuit. Also if you use the scanner just like twice they'll chase you down. Shepard is very mobile, so it makes sense (to me) that they can't really nab him in those massive ships of theirs.
Plus they have a galaxy-wide takedown to worry about. They can't obsess over one guy completely, but they did underestimate Shepard's influence. Remember they tried to destroy the Catalyst every cycle. They thought they succeeded each time, but organics are just a bit too clever for their VI-based intelligence.
Where I agree with you, is that Shepard definitely should've had more close calls. It was a perfect opportunity to let the player do some ship-dodging.. it would've been a cool action sequence to control, fleeing the reapers and keeping that "right behind you, Shepard..." tension. ME3 was too obsessed with making the player feel empowered. Those Asari witch things almost made up for it, almost.
In the off-chance you actually read all that, I'm just really passionate about Mass Effect's story. I love love discussing Bioware games.. can't.. stop..