They did look into it. But there was no arrest warrant issued so there mustn't have been much evidence. He is acting erratically because he believes they want

They did look into it. But there was no arrest warrant issued so there mustn't have been much evidence. He is acting erratically because he believes they want to take him in for questioning and suddenly find a reason to detain him indefinitely without evidence - as they have done with some of his associates (so he claims).