I mean, that only happens when they already got caught with no escape. It would be worse for people watching the show if there is not enough context given for the mysteries.
A good enough mystery shouldn't require hearing the whole setting for the crime directly from the perpetrator/s, but I guess mystery shows such as Conan that have lots of 1-3 episode mysteries rather than longer ones don't have enough air time to spare and elaborate each crime's background, so it's easier for them to just have the perps break down and explain their motives once the detective has them cornered with some piece of decisive evidence or testimony. It's awfully cheap and boring, though.