Perhaps the word gang was ill-chosen. It easily could be a partnership and just like Charles Ng and his partner (can’t remember, the other guy was probably the ‘leader’) there is no reason why anyone ‘rats out’ anyone else when they could face the death penalty and there is no evidence.
There is taunting authorities or ‘marking a kill’ and truly going publicizing one’s work when it comes to these things. This smacks more of the intimate taunt of the cops than an attempt to ‘reach out’ to the public, therefore, they may have far more discipline than the average killer.
Still, I wonder why they think more than one is involved, even if it’s not really a gang.