Why are they investigating? This is one of those things where, if sanity prevails, you look the other way and whistle.
Even if you wish to argue that killing a sufficiently evil person is perfectly alright (regardless justifications of preventing them from doing further evil, since he was in prison and was going to stay there), do try to imagine this from a general policy of view:
If the (possible) murder of people past some morality line is not investigated, that creates an incentive to frame a target as being a horrible person and then killing them.
If there's a chance that something that the system should prevent (prisoners being murdered) happened anyway, that indicates a possible flaw in the system that should be looked into. Because the next time, it might not be a complete monster that gets killed.
If you allow too much discretion on such things not to be investigated, you risk that power being abused not to investigate serious issues because of corruption or personal involvement or whatever.
I have no strong opinion either way on whether it was suicide, mind you.
I know you like to go all 'kill them all and leave their heads on pikes as a warning' for people like this, but there are reasons we prefer a civilized society to not do these things. I'm not gonna rehash every argument I've made on every thread about this, just try to think about the likely side-effects of the actions you advocate, if you look beyond the specific act and into what the world looks like, if that's what we do in every case that is similar to this one.