I've never COMPLETELY understood the point of Brimmer sending Leo away. I know he was following Lenore and Ken, so that was the reason, but it seems as if his staying around could have helped steer suspicion AWAY from Brimmer (at least, until Columbo actually talked to Ken, and became satisfied that he was innocent).
Of course, Brimmer is almost unique in a few ways. The most obvious one (and it's been mentioned here before) is that he's nearly the only Columbo killer who commits an accidental killing that isn't followed by a deliberate one. So whatever the actual reason is, it's kind of fitting that he doesn't do much to get Ken in trouble.