A lot of tape recorders automatically rewind when they get to the end of the tape, so manual rewinding does not have to have taken place. If it's only a short tape that's in the recorder (for example the type on which you record your "...please leave your message after the tone"), then it's quite possible that end of tape has been reached after just a few seconds of silence. The OP states that there was a gunshot followed by silence, then it stops.
Before asserting that "This is murder!", I'd ask a couple of questions: 1) Does this tape recorder auto-rewind? 2) What is the duration of the tape?
Also, some recorders are sound-activated and stop after a few seconds of silence. If the tape is of length such that 2) above is > than the duration of the message, check that there is nothing on the tape after the "silence followed by stop". It could be that some other noise has activated the tape to the end (maid using vacuum cleaner in the corridor outside??).
