Here are my thoughts/observations/speculations -
the guy committed suicide and for whatever reason did not want to be identified hence the wallet with cash/no ID.
he chose a parking garage as it had public access and a height that could be jumped from. since it was a federal holiday, most office buildings were closed, you'd be surprised how many do not have open access for the pubic and most don't have a place to jump from (windows sealed, no roof access).
as for the fingerprints, someone can correct me if I am wrong but I do not think all fingerprints automaticaly wind up in a national database. if someone is arrested and fingerprinted in a small town, they might run the prints to make sure he is not wanted elsewhere, but I don't think his are automatically entered. also, if people are fingerprinted for job clearance, I don't think they enter the databases of criminals. they are only cross-referenced to make sure the job applicant is not a criminal.
so the absence of a match on his fingerprints(in my opinion) do not mean he's never been arrested or has never had a job requiring fingerprinting and it certainly does not mean he is an illegal.