I'm not sure they could whilst the investigation was ongoing. They were (and still are) also investigating their own fuck up of not spotting the firebombing suspect on cctv (who went on to murder Ann Widdecombe) which complicates things.
But, bloody hell!
I don't agree with Farage's politics, but I find myself feeling very sympathetic and sorry for the guy.
He's been repeatedly mocked for asking for security, his risks minimised to the 'milkshake' incident.
And it's become absolutely standard 'for comedians, commentators and ordinary people to shoe-horn in a jibe about the £5million any time there's any comment on money changing hands - not only in politics, but in any context at all.
I admit I'd accepted the narrative, which I now feel pretty bad about.
All the while, there were serious terrorist threats against him... his house was firebombed - which the police originally categorised as a 'burglary' rather than a political attack ffs... and when the police reviewed the cctv from the firebombing, they didn't spot the suspect loitering around... who went on to murder his colleague and friend Ann Widdecombe.
That must have been pretty hard for him to bear.
The £5million is interesting- I hadn't really fully understand the context, despite hearing it was 'for security'.
It seems that before he was elected MP, he was given a temporary security package of 8 people and 2 cars, to reflect the risk he was deemed to be under.
Then when he became an MP in the general election, he was moved onto a standard 'opposition leader' level of security instead of an intelligence-led risk-based one, and lost 75% of his protection. He was offered a single bodyguard and a car and driver 
Apparently, it's basically impossible to combine a state package with additional security: the state provided people aren't allowed to share information and cooperate with contractors, and if there's an incident then lines of command are impossible and responsibility is unclear.
So he actually did the only sensible thing possible, by turning down the minimal state offering and accepting money to fund his own 6 person security team with round-the-clock close protection, venue scouting, and crowd management
I hope that with this coming out, the mockery stops, his security is reviewed, and importantly that serious questions are asked about whether there was political bias in the security decisions and/or the policing.
I don't support his party, but it seems that he has been treated shamefully. This diminishes our democracy.