Nobody said it was okay for them to hide. Furthermore the purpose of the anecdote from the police officer was to illustrate the fact that the delay in acquiring blood/urine samples was in fact the only reason to believe alcohol or drugs could have been involved, as there were no witnesses who could corroborate any unusual behavior from the pilots.
This was also not the choice of the pilots themselves, but an action by the union, which overstepped the bounds of its authority. They didn't want the pilots to speak to investigators for the same reason that lawyers will tell you not to speak to the police even if you're innocent. However in a safety investigation that's clearly detrimental and procedures for getting pilots interviewed quickly after a crash are much more robust today.