As handy as skiing while doing your taxes

Supposedly, the sniper wanted to hear some phrase about a duck in a noose. Some folks have claimed this Cherokee myth is the source of that request. What I don't understand is the timing:
1) Why would the sniper want to hear t his after he got caught?
2) Why the heck would the police comply with the sniper's wishes after they believe they've got him in custody.
3) Why was he not a suspect before he was arrested, but now is?
Subtlety is not one of my strengths