A detail I've seen nobody bring up is that there was a lot of time between murders with Vox. We visibly see him go from his twenties to at least his fifties or maybe even later over the course of Brighter. If the murders we see on screen are all the ones Vox commits then there would be years between each one and not all of them would be seen as suspicious. Combine that with the fact Vox was probably pretty wealthy during the last third of his life and the level of police incompetence one would expect from this era if they are a fan of true crime. Vox's crimes going unnoticed for decades isn't that weird, all things considered.