They say they were, but some Jeremy Bamber supporters might want to argue this was not the case and they are just saying that to look (less) foolish.
If none of the police suspected Jeremy from the start
If none of the police suspected Jeremy from the start, why would they begin framing Jeremy, especially given the risks? Unless it was all for a very considerable amount of money? Some of the police might have disliked Jeremy due to a personality clash or reverse snobbery, but this kind of thing happens in life all the time! It is hardly a motive to frame someone for mass murder, in a high-profile case.
If the police did suspect Jeremy from the start (or some of them did)
If some of them suspected Jeremy from the start, this had to be due to his story sounding far-fetched (father calls his son rather than the police and then his son calls the local police) and/or due to Jeremy's demeanor. That's quite damming in itself!