He tried to launch an investigation without knowledge of a crime being committed.
It doesn't have to be a crime, just inappropriate, or a violation of policy.
Re-read the article JJ. It went WAY beyond that. There's indication there the PD cooperated in order not to cross O'Reilly's continuing large financial support of the Department's charities. That certainly would explain why a considerable sized police force would waste IA manhours on investigating an unmarried officer sleeping with a woman separated for months from her husband.
Reeks of abuse of power.