When Injun Joe lies about the killing, why don’t the boys tell everyone the truth?

The boys are afraid of Injun Joe..... who they believed had sold his soul to the Devil.

And when he had finished and still stood alive and whole, their wavering impulse to break their oath and save the poor betrayed prisoner's life faded and vanished away, for plainly this miscreant had sold himself to Satan and it would be fatal to meddle with the property of such a power as that.