It doesn't necessarily mean that these two suspects had committed the killings, and the fact that the deaths obviously wasn't suicide, that is the only comment they could make.
My part of the country is pretty tame crime wise - but recently we had a newspaper board saying "Police start investigation" - exciting stuff. There was also a headline stating that there would be a delay in a "pigeon death trial".
Quite, though I think the police must have some kind of ranking order of things they can properly say at any particular point, so arrested on suspicion of/facing charges of etc.
I bet the detective who said it probably felt daft as well, but equally announcing "we got 'em bang to rights" at this stage might be seen as a mite prejudicial by some too.