Because, as we've discussed, the Prime Minister's Office is not an investigative body. The Prime Minister's Office acts and interacts with the rest of government through the Privy Council Office.
As I've described, the national security adviser operationally had led the ad hoc committee process that vetted candidates for the chief of the defence staff. When it comes to a rumour of this nature, reporting it to the national security adviser was the appropriate action for the Prime Minister's Office to take. That was the individual I asked to investigate and report back to the Prime Minister's Office.