McVeigh surely thought that the magnitude of the explosion would destroy any evidence. Otherwise, he might have stolen a truck for the deed.
Or perhaps it’s not a coincidence that the first WTC bombing a couple years before, which was arranged with the assistance of an FBI provacateur, also used a rented truck and also used an ammonium nitrate bomb.
The FBI said in that case that they thought they had sabotaged the bomb so it wouldn’t work.... oops!