Espinosa's killing has raised tension among reporters who long have considered Mexico's capital to be a refuge from media intimidation and violence elsewhere in Mexico.
"The level of impunity is what allowed this to happen," said a journalist in Mexico City who also had to flee Veracruz. "Displaced journalists used to come to Mexico City as an island of protection. Now there is no place to go, no place to run."
The journalist did not want to be named for security reasons.
The murders prompted hundreds of photographers, other journalists and activists to gather at the capital's Angel of Independence monument on Sunday, many holding signs or cut-out photos of Espinosa with cameras slung over their shoulders.
One sign said "Violence is the language of the state."
Protestors in Xalapa, the capital of Veracruz, and Guadalajara, Mexico's second biggest city, also took to the streets to mourn Espinosa's death.
The five bodies were found dead late Friday in an apartment in a middle-class neighborhood near central Mexico City. The building was in range of several security cameras on the street and Rios said they have video evidence in the crime, though he did not elaborate. The attackers would have had to go through two doors to get inside, and neither had signs of damage or break in.
Rios also said the apartment was ransacked and robbed. Three of the women lived there and a fourth was the housekeeper. They showed signs of resisting and had abrasions from fighting back.
Ramirez said Espinosa knew one of the women from working in the Gulf coast state of Veracruz. He fled the capital, Xalapa, in June after he reported unknown people following him, taking his photograph and harassing him outside his home.
Mexico was ranked the 10th deadliest country for the press last year, according to advocacy group the Committee to Protect Journalists.
Ramirez said that Article 19 had published an alert about Espinosa on June 15 after he arrived in Mexico City.
Rios said he is in contact with federal prosecutor specializing in crimes against freedom of expression and with the city's human rights commission about the case. But in a news conference, Rios never acknowledged that Espinosa was seeking refuge, saying he came to Mexico City "seeking professional opportunities." Authorities in general in Mexico are quick to discard their work as a motive in journalist killings.
"I feel there is a disdain toward investigating the journalistic motives or even motives that had to do with his displacement," Ramirez said. "But the exact theme is that he was at risk and after a month he was assassinated. These are coincidences that can't be discarded by saying he was in the wrong place at the wrong time."
Ramirez confirmed that Espinosa had not sought official protection or help from the federal government agency created to protect journalists and human rights workers who are under threat. He said Espinosa had more confidence in civil agencies like Article 19 and his friends for protection.
Other journalists under protection of the federal agency have cited many holes in the protection provided, including that panic buttons they are given connect to a telephone message saying the number is not available.
Veracruz has been a dangerous state for reporters, with 11 journalists killed just in current administration of Gov. Javier Duarte that started in 2010. Two more, including Espinosa, have been killed outside of the state and three have gone missing.
Espinosa, who was 31 years old, had specialized in documenting local social movements in Veracruz, many of which are critical of Duarte.
He shot a cover photograph of Duarte for an issue of leading Mexican news magazine Proceso in February of 2014 that was accompanied by the headline, "Veracruz, lawless state."