I do not know if the killer is as comfortable as you wrote, but I would guess this person is more comfortable today than they were in February 2017. This is my opinion. This man on the bridge did manage to get recorded by a 14 year old using her cell phone. Someday someone might see that video and realize they know who it is, if they are willing to disregard just about everything else LE has said about the case. That will always remain a possibility.
LE keeps saying that someone will call or email telling them the man on the bridge is their father or son or brother. But I think if someone is going to report a family member they want to be very sure they are correct. What if they are wrong? LE tells a father he was reported as a possible POI by his own son. The father might not be too happy that his son thinks he is capable of the Delphi murders.
I think the fear in this case is that LE has an idea or picture in their minds of the person they are looking for, but it ends up being completely off once the case is solved. But we will never know if any of this is correct until the case is actually solved. Until then, people have to trust that LE is right about what they think in this investigation.