Yes, if that was the case Sydney would absolutely do an investigation. So would any club that is not a shambles off field.
What would a football club investigate? They aren't in the slightest way any form of law enforcement when it comes to serious criminal investigations.
Seeing you seem to think that local football clubs are full of qualified detective's, I wonder if the AFP will ask for help from the Geelong membership department next time they are doing a large heroin bust?