The shows don't show everything, but what they do imply is that Columbo starts by pulling on all the strings and then doggedly chasing the inconsistencies and loose ends. Also, in a lot of cases there could only be a handful of suspects. The main thing they actually is the interplay between Colombo and the culprit, and the rest is (almost always) offscreen.
IMHO, the main weakness of the show are how over-eager the culprits sometimes are act like they're helping Columbo. Not just answer his questions, but play detective with him.
> Is there a single Columbo episode where he asks "just one more thing" of someone who isn't the murderer?
I haven't watched the whole series and don't recall a specific episode, but I'm pretty sure he's done that episodes where the murderer is trying to frame someone. There was also a not-great episode where the owner of a boat-builder was murdered and there were like 5 suspects (this one: https://columbophile.com/2019/08/11/trying-to-salvage-last-s...).