What inconsistency is there between the story that Jocasta tells about Laius’ murder and Oedipus’ story about a murder he committed?

Jocasta has been told that Laius was killed by a band of murderers. However, the shepherd who did escape recognized Oedipus who had, in fact, been the killer. When Oedipus hears the "band of robbers" story, he does not connect himself to the murder even though he is, in fact, the one who killed Laius.