"Who knows what you guys just did back there? Maybe this is the disguise you just put on." The man didn't expect them to have a trick up their sleeves, but he still refused to give up.
At this moment, if he said he did it himself, he knew exactly what awaited him.
Furthermore, even behaving this way won't let them trace things back to the people behind them.
So, the only thing he could do is this—think up a way himself, and as for everything else, let's talk about it later.
It's not that he doesn't want to say, it's that he can't. He knows full well what would happen otherwise.
Therefore, no matter what, he couldn't admit to anything. Otherwise, he wouldn't be able to do anything else later.
