Why? The wet markets in Wuhan were sterilized and emptied (meaning that the animals inside were removed, killed, and their carcasses disposed of) at the very start of the outbreak - several days before anyone had definitive evidence that SARS-CoV-2 could be transmitted by person to person contact.
I'm sure that the Chinese government would love to have definitive evidence that SARS-CoV-2 is zoonotic, but that evidence likely went up in smoke (January 1st, 2020) weeks before anyone realized that COVID-19 would turn into a legitimate pandemic (January 23rd, 2020).
This is why there has been a lot of attention on certain animals, such as raccoon dogs and minks. It turns out that a lot of the early infections linked to the various Wuhan markets were from shop owners and employees who either sold or were in close contact a small number of animal species. It also turns out that these animals can be infected by SARS-CoV-2. See https://ncrc.jhsph.edu/research/animal-sales-from-wuhan-wet-....
The issue is that (as far as I'm aware) there's no immediate evidence that SARS-CoV-2 jumped to humans from any of these animals, only that there was an (again, as far as I'm aware) unknown intermediary species. However, because the animals at the wet market were disposed of, there's no way to definitively link SARS-CoV-2 to them.
If it’s conceivable that gain of function research can release a virus that kills millions, then the burden of proof is with the researchers to prove that they’re safe and this didn’t happen.