If this happened for real, what would you do?

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I'm reading a book, it's a murder-mystery. It's not that great, the writing needs a bit of polish, but it's ok. In the very beginning, this house is broken in to and the woman is tied and bound. The assailants ask if she has a weapon in the house and she tells then where the gun is. They take a picture of her and leave. The picture is sent to her husband with a message that if he doesn't do what they say, they will kill her. Instead, they use the gun they took from the house to kill the husband. My question is, if you were the investigator on the case, would you tell the wife that the gun that was used to kill her husband was the same gun she told the killers about? I don't see what purpose that would serve. The woman is already greiving over the loss of her husband, but she may end up blaming herself because they used her gun. I haven't gotten far enough in the book to know if that even comes up, but it did get me to wondering how much stuff is really kept hidden from the families in such an incident.