I caught the baffled look too.
My theory is LE wants to keep the nanny, ZG, as a non-existent person only made up by Casey. But here is an accident with lots of details that will generate records, which could allow ZG to become an actual person, proving a lot of people wrong, and proving Casey right.
Even if Casey were a good liar, she couldn't be that comprehensive, anticipating the future so much she calls her mother and describes an accident in detail that didn't happen.
I think the policeman interviewing Cindy got very distracted when there was a definite way to prove ZG exists. He started writing. You could hear him put his pencil down. He looked distracted and said, "Yes, that is significant."
And it would be very significant to a group of people that don't want any proof that ZG is a real person, when here is an easy way to prove she is real.
My next question is: the man interviewing Cindy, has he always been part of the local police there, or was he flown in especially for this case?
As a regular policeman, he would only be interesting in finding the truth. As someone who has been brought in, then he could be part of an LE conspiracy very similar to the conspiracy that tried to convict the Ramseys. The people on that case ignored evidence and witnesses and even ignored a confession even though JMK's handwriting matched the ransom note perfectly.
The similarities between these two cases is the idea that, fundamentally, very pretty girls should be covered up, kept in closets, or jail cells, and not let out until they are about 45... and the parents who encourage them to be themselves are evil and they should also be put away.