Does anyone ever question...

Yes it was in the novel. The police by then started to catch on. An officer went to visit Annie's place and he sees Pail Sheldon. Annie runs him down with a mower and disposes his body. The final confrontation between Annie and Paul occur, and after Annie dies a police team so happens to come across the house and there they find Paul. The movie missed out on a lot of gory scenes and other important scenes to the point that I don't entirely like the movie

Yes its in the novel but putting it in a movie would of been a waste of time, thats just one of those moments where you have to use your imagination about how he got rescued.