Did I miss something? (spoilers)

I've just started watching the entire series and absolutely love it so far, and the first episode is possibly the best police drama episode I've ever seen, but there is one small thing that confuses me.

At the end of the episode the bank manager fluffed the fake robbery and shoots his accomplice, but throws away the keys to the safe deposit box before removing it from the body. He was worried that someone would force open the box and discover he had never put the money inside and be found out.

I'm wondering why he couldn't have just forced the box open and left it implied that he had been betrayed by an accomplice who stole the money himself? If the box had been forced open hey presto, the money is gone and his problem is solved.

On a side note I really do love that confession scene. Superbly acted and actually quite sad.