They did the news report for the specific purpose of indicating that she "got away clean". The point of the movie was also displaying Rocky's relentlessness in trying to escape her current life, which included looking past her friends getting killed, vengeance for the captive, and so on. The overall arc was always "leave this life", whether that be her current predicament or her life in Detroit in general. The news report demonstrated that in that the blind man was going to get away clean; she could have easily called the police and told them where the girl was hidden in the house, but she didn't want to do that because then she would need to sacrifice herself and the money. Get away at all costs.

As for explaining why the news report never mentioned the captive, how would they know? As far as the police were concerned, there was a home intrusion and blind dude fought off two intruders. The body of the girl was hidden underneath the floor boards. The police could have either not found the room or, if they did, what exact evidence is there that it's for illicit purposes? Being a weirdo isn't a crime. That said, a murder is a murder and a good police force would have done a full forensic work-down of the house but it's a movie so there's got to be some artistic liberties.