So the assumption has been that they're suspicious of the Liars. But I have a different idea.
I think they know full well that they're trying to solve this mystery on their own, and just letting them. Because they, doing it unofficially, don't have the Red Tape that the cops have. And an official consulting detective is supposed to have the same restrictions. But this way they can have plausible deniability of all the illegal things done, yet still hope to benefit from their work.