Why wouldn't they investigate? If they had thrown Nazi salutes, should there have been an investigation?
As to what kind of world we are making, we are making a different world. Almost always that is for the better. It is the job of some of us old people to stand on the porch, shake our cane, and yell "Get off my yard". The simple fact is too many of us stop growing as we are and hate change.
So we do stupid things like yelling at clouds, and voting Trump (look at the age breakdown from 2016). If we brought back the founders, half would be aghast that we freed the slaves. 90% would be aghast we integrated, that we allow blacks in the military, that we let women vote, that we have a large standing army. Change happens between generations, clothing changes, music changes, mores change. That is all good. We old people hate it, that is natural. Once we realize that is all natural, we can overcome that hatred of change. We can stop shaking our canes, and we can stop voting Trump in a desperate bid to turn back the clock.
I am glad it was investigated, the military should not be a subsidiary of white power. Google it, it happens that those groups get embedded in. I am likewise glad in this case it turned out to be something else.