It's like raiding the home of the mail carrier because someone got drugs in the mail. Sure, it could technically be that the mail carrier is also a drug dealer. But when it comes to the USPS, the identity of who delivered the contraband package is not a useful data point for investigating the crime, and acting otherwise is willful ignorance.
It doesn't have to be the actual origin for it to be useful—unless the software is specifically designed to avoid traces (i.e., Tor), there are often logs that will lead you to another IP address, which might lead you to another, which might eventually lead you to the source. It would be foolhardy for police investigating a bomb threat to not at least ask, given how many people they do in fact catch this way.
> It's like raiding the home of the mail carrier because someone got drugs in the mail.
No, in the case of OP it's like subpoenaing the local post office and asking for everything they know about where that package came from. Which is, incidentally, quite common, except that in the US the post office is a government entity that doesn't need to be subpoenaed because it has its own law enforcement agency that should have jurisdiction over the case.
If all you'd need to deter law enforcement is to put a website up on your server and say that you don't have anything to do with anything happening on that server and that they shouldn't bother because there's nothing to see anyhow, a lot more criminals would do that. I'm sure they'd even put an actual exit node on their machines if that protected them from law enforcement.