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This isn't a docudrama about Ted Bundy's career of crime. It is an exploration of the seemingly normal relationship he was involved in on the one hand while being a serial killer on the other and its eventual deterioration.
The not showing him killing anyone is supposed to put you in the frame of mind of his girlfriend, that he could be innocent. The problem with that is that he is too well known and everyone knows he did these things so there's no suspense or belief in his innocence by the viewer.
Also, I think they made a big mistake in going for a big AHA! moment with her reveal that she was the one who gave his name to Police. It wasn't that big of an 'aha' and I think if they had shown her doing that at the beginning it would have added more tension to her conversations with Bundy, especially when he was complaining about someone giving his name to the authorities, and it would have been easier to understand her emotional collapse and guilt instead of being generally confused about her behavior.