RahaMies: Every bad guy in almost every game I've played leave themselves too often way too vulnerable for one man to conquer.
Examples:
Mario Bros.: Bowser could have just closed the front door of his castles and Mario could have left outside.
Mass Effect (spoiler): Sovereign left himself vulnerable, while he could have just swept every single Alliance ship before going to munch the antenna thingy.
Half Life 2 (spoiler): Wallace Breen could just have killed Gordon Freeman straight away in his fortress, but no, he decided to give him a nice tour.
Warcraft 3 (spoiler): Illidan Stormrage tries to hide from a
demigod by going to Outlands. Another stupid decision is not made by a villain, but Tyrande Whisperwind. She decided to open the cell, which had Illidan inside, and that caused a lot of trouble.
I could go on with the list, but nothing noteworthy comes to my mind at the moment.
I don't think of Breen as being stupid for that, I think of him as a show off or like a little kid who's like "LOOK WHO HAS ALL THE POWER NOW!"
Breen obviously felt really dumb, being unable to really capture Gordon up until the end there, and decided it would be best to have Gordon realize how stupid he was for defying Breen. Obviously he wanted to make an example of Gordon.