I'm with NeoCracker here. What's the point in having insane/paranoid cops if you can just investigate yourself and figure it all out on Night 1? I think it's all part of the fun to deduct what your sanity is based on the actions of the people you investigated, or even the results of their death.
btw: I know it's a game, I don't care about realism, I just think it's cheap.