Valid points. By your own post you described what police do... They investigate and gather evidence to find suspects. Their job is not to prove anyone innocent, so why would I put my faith in them to side with me.
LE's jobs is to simply find the shooter and most likely arrest them, take their firearm (which you may never see again, innocent or guilty), and process you in the system.
I fully understand that there are situations where calling the police right away is the best move, situations where leaving the scene out of concern for your safety is the best move (and driving to your lawyer or police station), but I also can see cases where it would be in a persons best interest to not stick around at all.