Well he eventually joined akatsuki (his motives were itachi but thats oro being weird) and im sure he had nothing better to do. but zetsu said that no one saw obito kill those mist ninja and no one followed him back to madara. Zetsu would know.... I mean, he is the freaking land after all.
Yea i don't think they are being spied quite yet
I think oro found out about madara while he was in akatsuki, stole his body and ran off, quit akatsuki and did his own independent thing