At the start of the interview, Melich says the door is shut but not locked; for privacy. Before he gets too far into the interview (first minute or two), Sgt Allen makes sure to confirm that this is purely voluntary on Casey's part; several times. He also confirms with her that she is there because she asked for help in finding her daughter. I am not a lawyer, but this is the same as saying "you're free to go". She's there because she took them there and she "absolutely" agrees she is there voluntarily. JMO.
From Interview Transcript:
(SERGEANT ALLEN)
Q Hold.. hold on I want to ask you something.
A Yes sir.
Q: Like he said you, you seem like a pretty bright person okay. You’re here willingly, right?
A Uh-huh. (Affirmative)
Q You’re here ‘cause you want, you’re here to try help, right?
A Oh absolutely.
Q Your whole reason for talking to us is, is to try to help, right?
A Uh-huh. (Affirmative)
Q Nobody’s forced you to talk to us, right?
A No.
Q You, you want us, you want us to... you’re here because you called, you want us to help find your daughter, right?
A Uh-huh. (Affirmative)
Full Transcript:
http://www.examiner.com/crime-in-tampa-bay/casey-anthony-interview-tapes-video