Accidental Death of an Anarchist Lesson Plan

Why does the Maniac suggest at the beginning of Act Two that the Superintendent must claim he wasn't present when the anarchist supposedly threw himself out of the window?

Early in Act Two, the Maniac picks up grilling the officers about their involvement in the questioning and death of the anarchist. When the Superintendent tries to answer the Maniac's questions, the latter reminds him that he supposedly "wasn't there"—or at least, the easiest way to prove he is innocent is to say he wasn't there. This suggestion refers to the Maniac's essentially invented story that he's fed to the officers to make them feel like they're defending themselves and creating even more...