So I have a few thoughts to throw out there.
To abuse Kinky's analogy, I always viewed the Reeves as the police and local law enforcement and the knights as the FBI. The knights and order are going to try their darnedest to stop that bomb from going off, but once it does it is all hands on deck. I have viewed the Knights as taking the lead but the Reeves need to see about getting people away from the scene.
Occasionally the Reeves are the first responders, and maybe the only responders (for reasons mentioned elsewhere). What are they supposed to do then? They can't very well just ride in and watch someone get PKed because they aren't knights. Can you imagine the rumors? "Did you see those reeves? They just sat there and watched as Evil McBadguy filled that poor girl full of lighting!" Doesn't seem plausible to me. What seems more likely is that the reeves are going to ride in and go "Shit. Well we do what we were trained for. One of us is going to ride head long into this while the other gets everyone else away."
I don't think they should seek out mages. They aren't mage -hunters- but they are there to defend the people.
Second, the Longest Night, while one of the best staff run stories, left a lot of amateurs out there from the the collective experience. My character was at three of the stories and on the teams that swept the street of the astral creatures. Ergo he has a lot of experience with mages and demons (more than most of the existing knight roster). Even Ariel came into the knights knowing more about magic and demons than most of the knights on the list. The "specialized training" argument doesn't hold much water, in my opinion.
Again, in broad strokes, only the knights and order should be doing investigations and arrests BUT there is a certain set of extenuating circumstances that preclude mages being Order only RP.