I agree that his lawyer would insist that going to Spain would be against his own best interests, and that is why someone hires a lawyer, to look after your own best interests.
IMO, as the soon-to-be ex-husband, he's obviously the prime suspect no matter what he does. There is no possible script he can act out that would, under any circumstances, absolve him from the role of prime suspect in the currently, entirely fictional whodunit that people are creating in their heads.
If he went to Spain, the Spanish media would photograph him and hound him for comments, and the reaction would be 'how brazen!' 'what an obvious liar!', 'He doesn't look broken-hearted enough', 'he's just acting the part, those aren't real tears!', etc etc etc.
He'd just be more fodder for tabloid melodrama.
He doesn't have prove anything to anyone by acting out a part. He doesn't have a fan club who he has to please, he doesn't have to worry that people will stop buying his products, or stop voting for him, or camp out in front of his house holding up handwritten signs for the cameras.
People can hate on him all they want, it doesn't affect him one iota. It's only the police investigation that matters. That's just reality, like it or not.
JMO