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 entering, they discovered the Joker's statue was indeed there and deduced he must be absent. After securing all entrances, it became clear that no unauthorized person could enter, but this didn't rule out the possibility of someone already inside escaping, which prompted them to suspect the Joker's gang had likely been inside from the start.