to burn down the building he was believed to be in. "They" would be the people who ordered the media to stand down.
"They" would be the folks who claimed they heard a gunshot after they fired "tear gas."
I suppose "they" must have been calling for "tear gas" to "burn it down" in your mind? Because otherwise, calling for a murder weapon on video is pretty solid evidence of pre-meditated murder.
Head on over to CNN where they will assure you Dorner committed suicide and that the LAPD is really, really sorry and they will look into whatever those crazy accusations he made were... and next week they will assure you there was nothing to the accusations, that Dorner was just a nut job.
This is the article that got my posting privileges revoked: