The assassination of Brian Thompson, the CEO of UnitedHealthcare, is becoming more mysterious by the day. Early Wednesday morning, Thompson was shot dead outside the New York Hilton Midtown hotel. The shooter, who is still on the loose, used a suppressed 9mm handgun and targeted Thompson as he arrived at the hotel.

What’s even more chilling is the discovery made by investigators. Bullet casings found at the crime scene were engraved with the words “deny,” “defend,” and “depose.” These my...