When the group first lands on top of the mall, they scan the various skylights. Just before Peter smashes one of the windows to reach the shelter, a flashlight beam can be seen scanning the room, even though none of the group is holding a flashlight.
You are wrong, when Peter is standing by the window, you see him reach in to his side pocket before the camera moves. Then the camera goes to Steven then to Roger, when Peter goes near roger they quickly switch to the boxes where you see the light, if you pause before that where you see Peter and Roger standing next to each other. You can see Peter has a small pocket flashlight in his hand.