I agree with CLuciano63 and katydid23. WN must find media attention more than he can handle, especially if he's been delusional/paranoid. What I wonder is, where's his attorney? Any attorney he could have had appointed for him, or any he could have hired, should have been with him at the courthouse, and told him how to handle reporters, catcalls, or whatever. Here, he's covering his face and muttering to himself--doesn't sound like he's getting any guidance from anyone. That to me makes him seem more likely to be innocent.
Louisia reportedly moved out on him. Could it be that after Celina was found he offered feeble reasons for not having heard/seen/done anything useful the night she went missing? (And his cyber lady friends might have been another factor.) That could have upset Louisia to the point of leaving him--from what I've seen, she seems like a person who relies on male help, and he failed to supply any. Many marriages end when a child dies, so this is not an unusual outcome.
OTOH, KM has had, what, 50 indictments? Sounds to me as if the AG is just trying to maximize LE's access to him, the amount of time they'll be able to keep pressure and tabs on him, and the number of bargaining chips they might be able to use to get him talking.
And I do think this AG is working on this case constantly.