Mustaf Jamma is thought to have returned to Somalia
Opposition MPs want an inquiry into claims a Pc Beshenivsky murder case suspect fled the UK in a Muslim veil.
Mustaf Jamma reportedly evaded Heathrow checks last year to return to Somalia. Shadow home secretary David Davis said tighter border checks were needed.
Labour MP John Denham said sensitivity around veils meant the claim could cause "huge damage".
The Home Office said the claim was unlikely to be true as women can be asked to lift veils in identity checks.
Visual checks are carried out on people arriving in the UK.
BAA, which owns and operates Heathrow airport, said it was the responsibility of individual airlines to confirm the identity of passengers at check-in and boarding gates.
The Home Office said police and immigration officers carried out checks on those leaving the UK on an "intelligence-led basis".
Human rights laws
Immigration Minister Liam Byrne said keeping paper records of all arrivals and departures, which were scrapped by the Conservatives for EU travel in 1992 and for the rest of the world by Labour in 1998, was no longer suitable.
The government wants to use details stored in biometric passports to introduce electronic border controls from 2009.
Mr Denham, a former Home Office minister, said the suggestion that a veil disguise was used, when there was no evidence to support the claim, was potentially damaging because "veils are a very sensitive issue in our society at the moment".
Mustaf Jamma was released from jail six months before Pc Beshenivsky was killed.
He was considered for deportation after his release but was allowed to stay in the UK because Somalia was thought too dangerous.
Pc Beshenivsky's widower, Paul, condemned human rights laws for preventing Mustaf Jamma's deportation.
But Mr Denham, who chairs the Home Affairs Select Committee, said the UK could not send asylum seekers back to countries "where they are likely to be killed or tortured".
"It is one of the things that marks us out as part of the club of civilised countries and we have to live with some of the really bad consequences of that, as well as the fact it enables us to hold our heads up," he said.
The wanted man is the brother of Yusuf Jamma who this week was found guilty of Pc's Beshenivsky's murder in Bradford.
Some newspaper reports have suggested the 26-year-old stole his sister's passport after he was put on police wanted lists and wore a full niqab, a veil that totally obscures the face, to evade capture at the airport.
Shadow home secretary David Davis said the UK's borders "are not just porous, but non-existent".
Liberal Democrat home affairs spokesman Nick Clegg has said if the reports are true it "beggars belief" that there are no visual facial checks when a person leaves the country at an airport.
It is understood West Yorkshire Police - who have not commented on reports about the veil theory - regard it only as one of a number of possibilities.
On Tuesday the jury in the trial of four men over 38-year-old Pc Beshenivsky's death was discharged after failing to reach a verdict on a final count of robbery.
Three men have been found guilty of killing the officer, who was shot after an armed raid in Bradford in 2005. Another man had earlier admitted murder.
The jury could not decide if Raza Ul-Haq Aslam, 25 - who was cleared of murder, manslaughter and firearms offences - was guilty of robbery, and a retrial was ordered.
As well as Mustaf Jamma another man called Piran Ditta Khan, whom the prosecution alleged was the "architect of the robbery", remains on the run from police.