"Sorry to spoil things boys, but Bane wants these guys to himself."
Doesn't that pretty much explain it all? Bane killed Bruce, and Lucius miraculously managed to escape. Lucius could probably even come up with a good sob story about Bruce sacrificing himself so Lucius could live.

True, the henchmen that Catwoman takes out could have testified that she attacked them, but for all they knew, Catwoman just wanted to take all the credit.

t: Point is, they certainly can't ask Bane what happened to Bruce Wayne because he be dead.