It's not unusual for someone to refuse to talk to LE when they are knowledgeable enough to know their rights even when they are not being charged with anything and it's about something so crucial as a person's disappearance. It doesn't necessarily mean the person is guilty of the disappearance. The person might have had bad past experiences with LE, be very suspicous of LE and not trust them at all, they may know that they are in a situation where they could get blamed and om ttrouble. What usually happens in such cases, however, is that they do agree to be interviewed with an attorney present, and/or their attornies make public statements for them. There is really a complete info freeze in this case.
The last person to see a person who disappeared is not necessarily the one who had something dire to do with the disappearance either. Happens all of the time. It's an awkward position to be in. Yes, it is possible that JM just gave her a ride down the street and took off, and someone else picked her up. Unfortunately when things happen that way , yes, the last person will be a POI. In the Lauren Spiererer disappearance the person who last saw Lauren, at least traceable, admits being with her and has insisted he did no harm to her; she just left to go home, but there are many who still consider him responsible and suspect he did do harm, though there is no evidence. A difference is, that in that case, the POI lawyered up immediately and any statement went through the attorney, and absolutely no info implicating him more than being the last to see the Lauren was ever established. He also did not take off in flight.
With JM, we have someone who is refusing give info, who is the last to be seen with Hannah, and who tried to get out of town, state, out of there. All together, it does not look good, though we've yet to hear of any definitive evidence that JM did direct harm to Hannah. That he is linked to another woman disappearing and has a record of being involved in being accused of rape and pushing women to far is still more reason to suspect him strongly.