Question: Why would Luke Dempsey be arrested along with his father? He had no idea what his father was doing, never aided him in any way and only found out the truth after catching him in the act.
Question: Why does Murdoch's bike not have a ring bell or horn? He is often seen cycling through the busy streets at high speed to arrive on a scene ASAP but never uses any sound warning apart from yelling occasionally - which looks pretty awkward for an official person.
Answer: It's certainly a personal choice about using one, and probably similar to how some people refuse to wear a helmet or forego other safety equipment. Most bells and horns on bikes are not very loud and probably wouldn't be heard in busy traffic, making them mostly ineffective. Murdoch would likely still yell, even if he had a bell or horn.
Answer: He helped his father evade capture, impeding the investigation.