No one said they did.
You're conflating suspicions with evidence. They're two very different things.
Doesn't matter what their suspicions were based on, their suspicions were correct which, by definition, makes them valid. Suspicions are beliefs; they don't require hard provable facts. That's where actual evidence comes in. The former does not require the latter in order to form. Their suspicions were enough to make them look more closely at Wells, which led them to keep digging until they found the evidence that proved their suspicions correct. That's how investigations work. THe facts and the evidence don't always just fall at the investigators feet right at the very beginning.