I wouldn't assume that Geary ever knew for certain that the Corleones had the prostitute killed. All he had to know is that he was in the room with the dead girl, in a brothel run by Fredo Corleone, and that Hagen was a witness. Even if he knew that the Corleones did it, there was no way off the hook for him. That's one of the reasons why he tried that clever maneuver with his questioning of Willie Cicci.
Notice, too, that old think-with-his-dick learned nothing from the brothel escapade. Just a few weeks later, in Havana, he's importuning whoremaster Fredo for "one of those red headed Yolandas."