I think the Sheriff’s Dept. first instinct without knowing the background of these characters would be to think that no one is that TWISTED to pull this kind of stunt.
True, though i think they probably had a good indication of what type of people they were dealing with pretty early on, even before the balloon deflated. But when you have a suspect who loves to talk, let him talk, let him think you’re not suspicious, let him think he is smart enough to fool you and everyone else, and sooner or later he’ll slip up. I think that’s what they were hoping for here and it looks like it worked.