Detective Sunday had already pointed the finger at Kaye for both crimes and even though he wasn't under arrest, he certainly was a major person of interest as far as the police were concerned. And even if Julian had voluntarily went to seek help from the detective well there was the huge risk of him being arrested and jailed. As it stood there were no other suspects being questioned so Julian most likely would have faced charges for two crimes which he was innocent of having committed.
1. They offer food. 2. Fancy ones have dress codes.
