Kimble walks out the apartment door into the hall with a cigarette in his right hand and nothing in his left hand. When he comes out of the apartment building door a few seconds later he is carrying his small gym bag in his left hand and no cigarette.
This episode aired over a year after Miranda vs. Arizona was decided by the Supreme Court. While not in the popular culture yet, police officers would have been aware and would have been required to inform the one-armed man of his rights and to stop questioning when he demanded a lawyer.