Trigger Warning: gore & violence
I actually totally agree with you, up to a point. But within the "it's fun", there's a reason. Or if not a reason, a signature that helps him or her be caught. Edmund Kemper, for example, killed, dismembered and had sex with the corpses of seven co-eds, until he realized that he really wanted to kill his mother, who'd treated him disgustingly since he was a child. So he killed her, and turned himself in.
In this particular case, this man killed a woman he'd never met before, could hear people yelling very close nearby, insinuating they might catch him, and yet he still stayed to commit further indignities, shall we say, to her body. It makes no practical sense. And even "it's fun" doesn't explain why somebody would risk their freedom to do it.