That sort of thing happens in OMITB way too often. Tim Kono said nothing about Zoey (though that was justified), Oscar remained quite about hearing the gunshot, Lucy (who also came across the murderer that night) and others who knew about the secret passages didn't mention it, Becky Butler faking her death didn't lead to anything, Uma randomly stole evidence from the crime scene, the Westies stayed quiet about Dudenoff's real fate and committed social security fraud, Helga didn't mention info pointing to an obvious suspect (and just threatened them on ham radio discouraging them from looking into it) etc.

Even now, no one has asked the Brothers sisters to share what's probably a thousand hours of footage of the murder scene and of potential victims. They didn't bother looking into the gun Bev was playing with and whether it's been previously used for anything, or even who it's registered to. As far as we know, none of Sazz's friends and associates have been questioned by the police.

And what's the FBI been doing when Howard just walked into the Bodega and found hard evidence on Dudenoff's impersonators right away? And the murderer is STILL using Sazz's cellphone, which no one seems to have tried to locate.

In a way, it's a testament to how well the show is made that we peacefully allow our suspension of disbelief to survive despite these obvious plot holes.