[He realized just too late he had slipped out something he shouldn't. Perhaps he intended to on some level? Well, that's not important - it'll put an interesting edge if James did make the connections.]

Well, logically if there was a murder, the scene around the museum would be much busier, much more chaotic - gossip would've spread if there was a body involved. Theft is the likely crime in this case, and it would not have been a simple smash and grab affair. Even Scotland Yard could handle something like that.

[All which is true, and logical enough, but while some people will be satisfied by that answer, his other half - if he was properly his other half - would dig, or try to confirm his suspicions later on]