More likely, they simply didn't recognize him. Of course, in theory and logically, the investigation could and should continue, but...
A few days later, Bedivere learned that one of the suspects had died. He, of course, continued to communicate with other possible perpetrators, but each time he hit a dead end. Alibis, integrity, consistency of testimony - none of the surviving suspects could be the culprit. The camelot's thoughts repeatedly returned to Elias - perhaps he could have acted differently? Expose him before his tragic death? Perhaps. Or perhaps it was all predetermined, and even a representative of a higher race could not change it. Either way, Bedivere realized that with the death of the baron, the thread of his investigation was broken, and he would never know what really happened...
Where do we end up when we save the world?