Why?

Under the name of GAS, it was claimed that Alex only asked for Shane's arrest before finding out about the bloody scene, that he knew nothing about it 

With that, Alex was cleared of suspicions. He's only a victim now.

Shane's shareholders were already freaking out. They didn't know what's going on. They were scared about losing money now.

They were all present in his company, having a meeting with his Michael, who claimed everything was going to be alright.

After too much pressure and threats, he was forced; he ended up revealing Shane's health problem to them.

He claimed someone tried to assassinate him, which wasn't news to them. They've heard about already.

He knew that's the only way to buy time. After showing them his medical report, but made sure not to reveal the country he was taken for his surgery; the shareholders calm.