Because they are police officers and trained to understand all is not always as it seems!
In this case about a month on it was subject to an internal review. The review concluded murder/suicide which the relatives and DS Jones were not prepared to accept. Shortly after this the case turned on the silencer and JM.
The difference between what appears to be murder/suicide and searching for an item as irrelevant as a wet suit is off the scale. They'd have needed to totally ransack the entire house to find it, and WHY would there have been any connection between it and murder/suicide when the 'perpetrator' was laying in front of therm, complete with murder weapon?
Those at the scene, convinced of Jeremy's sincerity, must have been enormously grateful to him for providing them with such invaluable information. It would only have been when they eventually took a step back, and, yes, listen to what others had to say, that they started to see a possible alternative to the way things appeared to be.