Rudy left evidence all over the crime scene and fled the country. He was already implicated up to his neck, if he's going to blame anyone else it wouldn't have been a bushy-haired left-handed stranger, it would be the two people he 'knew' were there and whom the authorities presumably could gather evidence on. There's no reason to hide their 'involvement' at any stage of the process, and every reason to blame them.
This is but an example of why there can be no coherent rational theory of how they were involved in the crime. There's too much stuff like this, where much of the available information makes no sense under the assumption of guilt, but turned around makes perfect sense in the context of the police gathering 'evidence' of innocent people.
That's why I say if there's no physical evidence, no rational theory of their involvement, and no reasonable motive there's no reason to think they're guilty. If you allow for the possibility they were innocent of murder, then the whole thing suddenly makes sense. It doesn't make the police look good at all, which would be kind of natural if they gathered evidence of innocent people and tried to make it pass muster in a court.