Why would they?

Oswald never shot anyone - he couldn’t have.

Simply because Oswald was accused of murdering (there are arguments for and against this, I will not get into that) and this Mark guy murdered Lennon (just found out that today, never knew that before) doesn’t mean they would be best friends.

Let’s say you have maybe-murderer Alice and murderer Bob. That alone does not mean they must be friends, as murderer-ness is not the only defining characteristic of friendship. Most friendships are where murderer-ness is equal between friends (that is, both zero) but correlation != causation. Alice and Bob could have different hobbies, interests, and beliefs that could clash with each other.