They would`nt get away with it
Double homicide, including killing the cop, evidence all over the place ,abandonded police car, blood everywhere, bodies in desert - they wouldnt get away with it. In Arizona, it means death penalty. Even if they would escape to Mexico, they would still be extradited and spend life in prison.
So their dream about happy life in California or in Hawaii( before Penn hit Lopez ) was just an illusion.