The problem here is really weird.

Like, if OJ would have just called the police after Jessica died, there would be no way the police could convict him.

Weird? Instead of running, go the exact opposite way.

Many people just disappear, and are never heard from or seen again.
If the guy above waited a week to torch the place, no one would have been able to prove anything.

Modern life is so fraught with things that tie you down, that keep you in a certain slot.
Drivers license, job, routine, apartment rent...
These are the things that allow you to have a life, but also are the things that keep you trapped.

So, living a life outside the system is not very hard.
It is so easy to disappear
But you really have to give up on the whole system.