Someone like Epstein would have kept something, unless you think he just ran a giant kid fucking enterprise for shits and giggles. It's hard to blackmail anyone if you don't keep proof of their crimes. Even if you think the CIA, Mossad, or whoever he was working for were the ones holding all of that, you'd be a fucking fool not to keep your own backups to ensure that they can't kill you as all of it could come out to the public and blow up in their faces.
If Epstein didn't have his own copies of blackmail material or other information that would prove connections to government organizations, why didn't he mysteriously kill himself back in 2008? Even more strange that he ran pedo island, but only managed to get a slap on the wrist for all of that when the average schmuck will get decades in prison for possessing child pornography that someone else made. Even now the FBI are claiming that they can't release a lot of what they have because it's child pornography.
Epstein definitely had proof that he kept. Unfortunately for him, it was either discovered by the intelligence agencies. It just took them a decade to make sure that when they killed Jeffrey, there weren't going to be any deadman's switches that could be triggered. If he were some street-level criminal you would have a very good point, but he was working with intelligence agencies that have no qualms with extra-judicial killings or worse. He'd have to be the biggest retard on the planet to not realize that he'd be expendable.