"Hacerse el loco" can imply various things, but the main one and the relevant one here is to "play dumb" in the sense of pretending not to understand what's going on or not to have heard or seen something: to feign ignorance.

"hacerse el loco fam. Fingir alguien que no entiende una cosa o hacerse el distraído: lo llamó para regañarle, pero él se hizo el loco.
Larousse
http://es.thefreedictionary.com/hacerse el loco

So I think the idea here is that they managed eventually to get him on their side, make him willing to be benevolent, but it was too late, because by then he had already sent in his report (había cursado el parte), presumably detailing what he had found in their luggage. Now that they have won him over, he would be happy to turn a blind eye and save them the bureaucratic hassle his report will occasion them, but it's too late; having made his report, he can no longer pretend not to have noticed anything (in their luggage), because the report shows that he has.

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Note added at 53 mins (2012-05-04 16:34:38 GMT)
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I am sorry that Claudia has withdrawn her proposal of "turn a blind eye", which is a neat way of saying pretty much the same thing: he could no longer turn a blind eye. As she says, I used this same expression in my explanation, but I think it would be a good alternative answer.