Okay. What's your explanation? I'm not talking about what YOU'D have done.
Perhaps it didn't really occur to him, or he didn't think it would make a difference. It might be that he wasn't sure how serious it was. After all, it was described as a possible domestic incident wasn't it?
The idea that he thought ringing 999 would mean the police would access the farm faster doesn't make much sense to me. Even if he did think that, he couldn't have known if they could tell when the family died.
In fact, I'm surprised that he phoned the police at all. The point of it all was to make them think Sheila had done it. The fact that she was found with the gun on her would surely make them think that anyway.