Regarding "talk or don't talk to police" - I agree it's never a good idea. Can't help, very likely to hurt. Don't do it. I also agree that even cops recognize the truth of this statement.
On the other hand, Henderson's and Wolfe's frustrated "Why didn't Clark just tell us where he was?" rings true. I would have been surprised to hear either of them confess to Lois, "Because Clark wisely chose not to volunteer information about his whereabouts, I wasted several days pursuing false leads. But that's really my own fault for not being a better detective. Tell Clark he did the right thing; it's never a good idea to talk to the police."
ETA: Were you able to go back and watch the show again to see what happened with the fingerprints? Was it as I remembered?