The problem with recording sound on-set is that there is often far too much background noise picked up by the microphones. That's definitely the case for this film, as it's filmed in a city, but it's also the case for a lot of big budget films like Lord of the Rings where they have a massive crew, camera cranes and everything else making a shitload of noise, which makes the audio recorded on location unusable apart from as a guide... Pretty much all of LOTR had to be re-recorded anyway because the studio was next to an airport or under a flight path!

You'd be amazed how many things get foley'd though - any program which is going to have dialogue over-dubbed in a foreign language needs a good amount of foley work to recreate every footstep and cloth movement, as none of the original sound can be used if they're replacing the dialogue...