I certainly have mysteries in my life. For instance, I live The Mystery of the Missing Cars Keys most every time I need to use my car. I also frequently participate in The Mystery of the Disappearing Pen whenever I feel the need to jot down a thought for later reference. And I've never even visited a police academy. The purpose of my silly example about mystery is not really silly at all.
Writers write what they know.
The good ones do, anyway. Just because a writer may never have been involved in a murder mystery doesn't mean that he or she doesn't know how to write one. All it takes is drawing on personal experience, switching the names and situations, and a little practice. I remember back in junior high school when I and all my peers engaged in speculation on Who Kissed Who. But she was looking at him with this goofy look.