But we do not know if they picked up any scent trails or not. I have not seen anyone say there were no signs of any scent trails. All we know is that they didn't corner anyone or find anyone hiding. but they could have trailed a scent that stopped--perhaps where a car was waiting?
If they had a trail to the road where they thought it lead to someone getting in a car they would have had a direction of travel, pulled all the CCTV and traffic cams for that direction of travel and gone from there. It isn't like investigations just stop when they hit the end of the scent trail. We would see evidence in town of them still doing something to investigate where these men went if they had any proof they existed.
My friend in Fed LE who knows the Illinois made out like that was the exact reason they left. There was nothing to follow. It wasn't adding up. You can't continue an investigation for something that never existed to begin with. His body was laying there and they could start a trail from that body out to anywhere but that never seems to have happened. Nothing lead away from his body.