Those superheroes aren't really vengeance driven aside from Batman. They'd probably let the police pursue them.
If we're applying reality to Batman, which I was thinking about the other year when watching Gotham, is that you have to consider multiple things:
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The Wayne parents, that is, Thomas Wayne and Martha Kane acted in ways that did not fit their bourgeois character and intelligence. They should have exited the opera through the lobby, wait for Alfred to pick them up, and then leave via their car. Also, billionaires still have private security when they do travel for outing/events and would not leave security up to an old SAS soldier but have multiple guards to protect them. In crime-ridden Gotham of all places. Even if Bruce was annoying them, people like the Waynes would know and act better. The Waynes were deliberately reckless in the Batman mythos.
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Bruce, as the son of a billionaire, despite being an orphan and his mother's family being the only ones he had left, would still not have been as isolated as he would have been to indulge and sulk in his parents' murder. Bruce would have been integrated into his family's bourgeois circles of connections, friends, and family as means of surrogate fostercare and groom him to succeed his parents as bourgeois giants.
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Alfred was legal guardian of Bruce. Despite his sympathies for Bruce and wish to indulge him, Alfred would have been pressured by the bourgeois circle of Gotham and the state to put Bruce into trauma counseling, boarding schools, and away from his parents home and tomb.
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Gotham itself would have eventually self-corrected through bourgeois discipline, i.e: capital flight, divestment, and strikes from municipal bonds. I think the story gets away with this by making Wayne Enterprises a monopoly on the city, insulating the city from capital discipline, but corruption and crime still scare away investors and Wayne Enterprises would have eventually shrank enough for other financiers or industrialists to crowd out the rent-seekers like in the Court of Owls.
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This still wouldn't stop the national and international bourgeoisie and state apparatus to discipline Gotham. A capital strike on municipal bonds would starve out the city of funds and connections to the state and federal governments would pressure investigations and emergency managers to subdue Gotham, as well as bring in a national guard as police/clean house of corrupt judiciaries. RICO became a thing for this reason. Tangentially, this type of crime-ridden hellscape city would drive out high/mid income earners into the suburbs or other cities. Labor flight & brain drain would happen too.
Alan Moore's Watchmen and Killing Joke satirizes these superheroes well. They're good reads.