And also this is a possibility: If you are a murderer without an alibi the story with the woman you want to protect is one of the best you can come up with when explaining why you choose not to mention who is the witness that could save your life. Some people might even believe you. You then go to the grave knowing that some doubts about your guilt remain.They even might sing about you long after your death.
Just a possibility from knowledge of human nature, not with Joe Hill in mind.
Wolfgang