Because TonE was the last independent person outside the Anthony family to be with Casey. Because he would have information pertinent to her mood, actions, and statements which could prove useful in the investigation. Because as soon as the child went missing, TonE's shorts browned a lil and he started disassociating himself from Casey in a manner which suggests total shock that the person he'd had in his bed could possibly have killed her child. Because it would prove useful to see what kind of communication Casey or her family would attempt to have with him in the days following Casey's arrest, his phone was (willingly by him) tapped in order to record such communications. When Lee called to ask to meet with him to talk, they wired him (willingly) in order to get insight into what Lee wanted. Seems a no brainer to me that TonE would cooperate however he could possibly do to get the stank of Casey off him and his reputation.
:clap::clap::clap: Also add that Tony immediately said I've never seen or heard of ZFG, and also seemingly immediately believed that it was a load of crap since KC didn't seem worried at all. Tony understood intuitively the normal reaction of a mother when her child is "missing/kidnapped" would be to freak out - not pretend the child is not missing, and go to blockbuster. Now I'm connecting the dots for him, but Tony saw KCs reaction over the period, compared it to the normal reaction, and concluded - nope that's not what happened. Instead of LA/CA/GA who "believed" this nanny story and looked for a live Caylee.