Here is and article from a few months ago that found only 46 percent of stolen cars are eventually recovered...
Yes, they were on to him but they didn't know where he went and although hey may have had their suspicions, they didn't know whether he stole a car. The Volvo may not have been reported as stolen for another 12-24 hours after he stole the car. He could be halfway across the country in that time.
After that, it's a needle in a haystack. He only needed a few days to get across country. It's actually far more believable that he wouldn't be found that quickly than visa versa. The authorities wouldn't know the car was stolen until the next day; wouldn't know if he was the person that stole it; and even if they suspected he was, they wouldn't know where he's going.