While the killer is driving on the road, a highway sign says Interstate 95. He is not on an Interstate highway since there are turn lanes, intersections, and a sign for a traffic signal ahead. None of these are on Interstates.
Correction: It's true that generally interstate highways don't have intersections and traffic signals, but there are exceptions to this rule. The particular road the killer was driving on was likely an auxiliary interstate route, these routes usually branch off from a primary interstate to bypass a city before rejoining it, and use three digit numbers with the last two matching the parent route number. He could have also been on a state highway that connected to I-95 in which case the I-95 North sign just indicates he is on a road that leads to I-95. These types of auxiliary interstate routes, and state/interstate highway connections, can have intersections and traffic signals, there are several of these near Baltimore that branch off I-95 and rejoin it later including I-195, I-495, I-695 & I-895. Plus there are some states where the interstate highways can have intersections and turn lanes without exit ramps, Missouri being a good example. Major routes like I-70 have smaller roads that intersect with it that people turn onto and don't have an exit ramp, and some of the interstate highways leading to Kansas City International Airport like I-29 have traffic signals.
