The Cops Realized Something Was Awry
The police were under the impression that the line of questioning they were following was relevant to the investigation; as a result, when they were presented with his answer, it was not to their liking. When they went to the police station to report the incident, they were required to do so, so they had no choice but to bring Ricky with them.

This was a requirement of the job. Ricky was in a state of panic because he didn’t want to leave his wife in the hospital alone because there was a possibility that she would have to give birth within the next few hours. He also didn’t want to leave his wife in the hospital alone because he didn’t want their baby to be born early.