I feel guilty for believing they had something to do with it but boy did they act guilty.
My thoughts exactly.
Their behavior also caused the detectives to be more than a little suspicious of them. In the absence of a lot of pristine physical evidence to work with the cops had to factor in a lot of circumstantial evidence - the Ramseys' evasive behavior for months on end, conflicting statements, stories changing, etc, etc.
But remember, what we saw on TV was scripted by the media.