The Chilean judge ruled that his refusal was not a crime.
Argentina has asked for their extradition, but the Chilean judges have indicated a preference that they be tried here.
The people who have sought prosecution believe that the Chilean judge handling the cases has been doing a "thorough job," Mr. Insulza said.
A Chilean judge indicted him in December, but Chile's Supreme Court dropped the charges.
Chilean judges go on holiday for the month of February so the appeals could be delayed until March.
In January 2011, a Chilean judge ordered an inquiry, the first judicial investigation of the death.
General Pinochet now has been indicted by a Chilean judge on charges of homicide and kidnapping.
A senior Chilean judge has even sent him questions about his involvement in various crimes and is awaiting a response that could be used in a future trial.
That revelation in July opened the door for a Chilean judge to interrogate General Pinochet about his finances.