How do you know he hadn't ? Would they have ALL eventually repeated it ? No siree !
The world was alerted to the massacre -via the media, after a press conference held at WHF, by the police- within HOURS of its occurrence. We all knew of the alleged call from Nevill to Jeremy and Jeremy's subsequent although much delayed call to the police. There was no reason on God's earth WHY -given that they 'KNEW', that quickly, that Sheila was responsible, because Jeremy had provided them with information to corroborate it- that it wasn't relayed that Nevill, too, had contacted the police, telling them that Sheila had gone mad and got hold of a gun. The relatives would have been silenced long before they managed to get together to allegedly frame Jeremy.