When arriving, they found out the Joker's statue was indeed there and decided he must be somewhere else. After everything's locked up, they realize that no one can break in, but that doesn't mean someone who isn't already in the building couldn't break out, which means the Joker's gang is likely already inside to begin with.
Upon arrival, they found the Joker's statue and inferred he must be absent. After securing all exits, it became evident that no one could breach the building, but this didn't exclude the possibility of someone already inside escaping, which led them to suspect the Joker's gang had likely been inside from the beginning.