Respectfully snipped. I am not sure they think he is from Delphi, I think they wonder if he has/had a connection to Delphi.
Usually, the explanation why LE think a certain way, is way more simple, once we get to know the details of the case. For example, in KB's case, initially a lot of assumptions were tied up to her being a pilot. We tried to explain her phone pinging off the towers in ID by it being thrown out of the plane into the gorge. We did not know that the LE could trace the phones traveling together, first to PF's house, then, to ID. We did not see the recording they saw.
I think that here, the explanation, too, will be more simple, we just don't know enough.
But since we don't, my theory is, the guy merely knew his way around Delphi too well. Remember how LE said, "he moved around quickly"? To me, it means that the killer might have known some shortcuts, and of their existence, we have no clue. Just some back gate, or else. He had the knowledge to move quickly, and there is something in the crime that can be explained by this knowledge.
I am not sure that the girls crossed the creek, and so did the guy. I have an inner feeling that he was not wet when he was escaping. Maybe there are some shortcuts to get to the CS bypassing the creek, but only the locals know them? Perhaps there are some details that one can't figure out by visiting the place, and the guy knew them?
(It's like, if someone breaks into the house, we can be wondering how there is no evidence of the perp on the neighbor's camera, and how he managed not to leave traces, but maybe he lives behind the house, and observed the owners hiding the key under the back door rug, you know? And all activity is in the back yard.)
Yesterday one poster remembered Christine Jessop's case. Maybe in Delphi case the assumption is wrong in a way similar to hers, hence the Delphi killer can not be found? In Jessop case, the suspect was someone close - an odd neighbor. And, the fact that someone else, close enough to Christine, could have heard from his wife about the kid being home alone, never occurs to anyone, you know? Because between him and Jessop, stands one more person, his wife.
Here, I think, it is something similar. The perp. was close to the girls' orbit, but not in it, and was connected to someone who knew them. This is why he is not noticed, nor did they recognize him,, he is one person away from them. And that one person is not even considered, because, like Jessop's wife, it is a woman?
JMO