As Islay suggests, cost might be an important factor. Back in 2011 90% of police custody interviews were recorded on cassette tape. (Source:
http://www.bbc.co.uk/news/magazine-20556330 ). It's only in very recent years that police forces have switched to using digital recordings and many might have sought to save money through using audio-only equipment.
However there might be a practical reason why TV directors don't want to see video systems used in their programmes. That would mean having a small screen in the shot, such as here,
http://www.clearview-communications.com/images/technology/law-interview-recording.jpg
which would create a visual distraction for those trying to watch.