If he's a suspect but not confirmed, they'd know if he purchased a real gun, and a ballistics test would confirm it matches the bullet. Conveniently "losing" it

If he's a suspect but not confirmed, they'd know if he purchased a real gun, and a ballistics test would confirm it matches the bullet. Conveniently "losing" it would raise suspicion too. Or if that's not why, there has to be some reason people make ghost guns in general.