In most countries, the police only arrest you if you are suspected of committing a crime, and therefore you are called a “suspect”. Usually, someone other than the police (some sort of person trained in law, of a higher rank than the police) reviews the police’s suspicions before the person is executed or imprisoned.
There are some countries, where the police arrest you without regard to whether they believe you guilty of doing something wrong, and usually in such countries the person can be rapidly convicted and disposed of regardless of guilt, and in those countries you would not be called a “suspect”. Jews have often lived in such countries – it wasn’t pleasant.