Do we know if any of Steven's financial records are missing?
Vegas isn't known for its stellar care of people with mental illness and any state funded programs would be severely lacking just now. Indigent people requiring medical care would wind up at University Medical Center. I'm not sure how the HIPAA regulations would impact a missing persons search such as what we have here.
His credit cards are missing; the family has access to his bank accounts. He wouldn't have filed income taxes for 2009 (since he disappeared before the end of the year), so he wouldn't have those. Since he lived with his parents before he moved to St George, he may have left his other records at the home.
The hospitals were checked early on, and there was no report of him being a patient. The police would be able to get a "yes/no" answer to "Is he or has he been a patient here?"
Plus, even if he had been admitted, emergency would only have to do life-saving treatment. If you are deemed a danger to yourself or others, you can be held for 72 hours, and then someone has to get a court order. None of that, obviously, has been done.