Just curious--Why did JLM even go to the police station if he was not going to say anything! I mean if he knew he was not going to talk to them then at least do not flee. Then it looks like you have nothing to hide and it could have played to his defense .....once you take off for Mexico it kinda makes you wonder why he did not just do that as soon as he heard they were looking for him. He would have made it to Mexico!
He talked to a lawyer and the lawyer probably told him what the situation could be based on different scenarios.
So Jesse could either be innocent and figure he was in deep trouble because. Of circumstances that were not in favor.
Or he could be guilty and figured this time he was not going to get out of it.