Because he knew he would be suspect #1. First "lawyer" instinct - distance yourself from the carnage because even if innocent they will circle you like buzzards to carrion and in his previous experiences with SLED found them to be untrustworthy. He also didn't mention his financial problems or his most recent exposure as a firm thief.
The family's lifestyle was bigger than his million dollar a year earnings and every thing they owned was mortgaged and used as collateral for bank loans. Red flags should have been popping up all over that firm <modsnip - not victim friendly>
Anyone with a $50K/month drug addiction associates directly, or indirectly, with big-time, dangerous drug dealers - the kind of people who kill the family of the debtor/double crosser because it inflicts a lifetime pain on the dead beat druggie. The kind who take unregistered weapons as offerings. MS-13 ring a bell? Just an example.
Anyone who steals hundreds of thousands or millions from people makes enemies. Enemies that will never recover their losses and who sit around having bourbons and decide to get revenge.
If your drunk, <modsnip> kid loads up his boat with friends and takes control of it while drunk AF, killing a young woman in the process, he, and, by affiliation his family, make enemies.
The whole family were irresponsible gun owners and seemingly had loaded guns scattered around in homes and vehicles, used by any number of people from groups of hunting friends and anyone who came onto the property could find loaded rifles and shotguns in a truck/golf cart or even on the pool table. It is no wonder that long guns went missing there.
MM had unidentified male DNA under her nails.
He's a liar for sure, but he had a lot to hide that had nothing to do with him killing his family. And, he knew he needed to separate himself from the scene so as to not be the focus.
Everybody lies.
I can tell you every detail of what I did after finding a loved one dead, but have no memory of the hours before. It's like the day started at that moment and every thing before that moment is gone. I must have showered, it's a routine. I must have dressed myself as I was dressed when it happened. I called family and friends, a friend called 911 for me. I went through the motions, as stoically as possible to get it all over with so I could melt into an ocean of tears.
I imagine that seeing your son's brains on the sidewalk and your wife riddled with bullets would trigger shock, horror, unimaginable grief, confusion as to how to proceed, and answers to questions that make no sense.
It could have been anybody.
While it is more likely than not that he killed them, 51/49 is not enough to overcome reasonable doubt.
And, I believe it was reversible error to allow the exhaustive financial testimony of prior bad acts.
Notably, none of them involved violence against any person.
All just my humble opinion.