What do you mean "The McCanns were not the suspects, right?" What were they then? Since when has the onus been on those being questioned by police to "prove their innocence"? It is entirely up to the police to build a case against their suspects, and one way they can do this is by asking leading questions designed to incriminate those they are questioning.
So simple, or not, depending on whether or not there is any evidence, which there wasn't.
The PJ were fishing, and it backfired. But since The McCanns had no idea of what had happened, then it was always going to back fire.
But trying to explain that no one has to prove their innocence, which is pretty nearly nigh on impossible, is a bit of a waste of time. Apart from the fact that they never had to.
This is the rub. Any otherwise then The McCanns would have been charged. They weren't.
And you all can shriek Insufficient Evidence until the cows come home. This was, and remains a fact.