You have to kinda suspend your disbelief a little bit when watching the show, especially since its based in Los Angeles, in reality one of the most corrupt and racist police forces on the planet. IRL they would never go after rich socialites in the way Columbo does.

Luckily in the show there's barely any presence from his higher ups, you get the feeling that they just let this magic murder-solving troll do his thing and never interfere.