Didn't they? If you've checked you might be right, but I'd be very surprised.

Why do people claim responsibility for things they obviously didn't do? I don't know. But they do. "One of the most famous instances was in 1932, when 200 people came forward to claim responsibility for the kidnap and murder of the aviator Charles Lindbergh's baby in New Jersey." (From http://news.bbc.co.uk/1/hi/magazine/7950613.stm">this BBC News Magazine site)

In a way it's the obverse of the coin for Conspiracy Theories. Something to do with wanting to be part of the action when something shocking happens.   Not a million miles from us writing posts here about it, it might be argued.