Someone actually concerned about the occupants would be demanding police go inside and trying to observe through windows and asking them to call the house to see if they could or go knock on the door/plead with police to knock on the door. He waited along time before finally putting on an act so that he could use that as an excuse to call Julie to tell her not to go to work so she could speak to police on his behalf after the bodies are finally discovered.
After they were found he didn't have survivor guilt. Most people in his place would and that is before even taking into account his claim he is the one who left the bullets, loaded magazine and gun out that allegedly Sheila encountered and used because this weapon of opportunity was there. This is one of the red flags to the family- that he never told them he blamed himself and regretted leaving the gun out and had survivor guilt. He was an inconsistent actor.
I'm afraid Jeremy wouldn't have been overly familiar with the way police operated and would have seen them as upholders of the law,so were to be obeyed In other words,you don't tell THEM what THEY should,or should not be doing. There's no other way of putting this,but the law will only do what they themselves think fit,and not what you ask/request them to do.
I bet his thoughts are a lot different now as regards the law as it stands,as he looks back and wishes he'd been more forceful towards them. Contrary to what you and others might think,but Jeremy was a gentle soul who wouldn't have said boo to a goose so was less likely to have given the police an " out of character " performance of stamping feet and abuse.
For all we know,Jeremy might have asked questions while he was in the courtyard with the police,but they're not likely to speak up at this late stage,are they ? Even if Jeremy says himself that he was pleading,etc,nobody would believe him anyway. My own belief is that he wouldn't have just stood there like a statue completely speechless,much as the police would like you to think so. They're past-masters when it comes to twisting words,and are bigoted towards those who they think are cleverer than themselves.