Maybe, but what would they be able to pull prints off of? If you were a cop and you arrived on that crime scene, what would point you in his direction? Why would he be a suspect or would they approach that waiter with a photo of Michael asking if this was the shooter? We of course know all the details, I'm sure the cops would be well aware it's mob related, but after the Corleone's had released/printed info about McClusky being a dirty cop they probably preferred the story faded away rather than continue with some big investigation too don't forget.