the van was registered to her, but they were living in it together. Arresting him for stealing it may not be enough to hold him. And that would be the only reason to arrest him for stealing it, to hold him until they can find something else to charge him with. He would just need to say that she left him and didn't take the van. I also get the impression that these young persons thought they were on this grand adventure, living in a van and traveling full time, but they ran out of money and it wasn't fun anymore. They could have been using substances, nobody will ever know unless the guy talks or the police find something in the van.
It's an interesting case. If she had just left, I don't know why he wouldn't say "she left and I don't know where she is." She's an adult, and that would be all he had to say. at a guess either he caused harm to her, she caused harm to herself, or there was an accident and he couldn't handle it.
Some are going on about his apparent preference for macabre literature and art, but that doesn't make him a suspect.
there's also no indication that Kylen (the murdered woman who worked in the store in Moab), or her wife, knew or ever met Brian or Gabby. There was one indication that Kylen's work hours ended well before the altercation in the parking lot that was called in (by a man, not a woman).