The only problem was that he wasn't exactly the only person who knew about the evidence. For example, Jake Kane knew. And the prosecuting attorney who'd come to Keith's office looking for that very evidence earlier the same day knew. And the local reporter who just happened to have been in Keith's office when he refused to turn the evidence over to the prosecutor knew.
In short, Veronica's dad appeared to have committed a felony in full view of pretty much everyone in town, in hopes of getting his little girl off the hook for burglary. Presumably, it worked, since he erased the only hard evidence. However, he didn't exactly do it surreptitiously. So, what came next? In the real world, it would undoubtedly have been an indictment--particularly in view of the fact that he was going toe to toe with some very powerful men.
The information that's been released about the movie suggests that Veronica hasn't played detective since the case that created all this trouble, and having caused life-altering trouble for her father would certainly explain that change.