The Jewish leaders were perplexed because the apostles were not in jail.

Acts 5:21b-24

Meanwhile, the high priest and those who were with him summoned the other Jewish Council members. Altogether they made up the entire Council of Israel. After they all gathered together, they sent guards to the jail to bring in the apostles. 22 But when the guards arrived at the jail, they discovered that the apostles were not there. So they returned to the Council, and one of them reported, 23 “We (exc) saw that the jail doors were very securely locked, and the guards were standing at the doors. But when we opened the doors and went in to get those men, none of them was inside the jail!” 24 When the captain of the temple guards and the chief priests heard that, they became greatly perplexed, wondering what might result from all this.