Skimming his rather modest FBI file (by FBI standards), it doesn't look like they ever "did an investigation" on him, but rather that they had a file that contained anything anyone bothered to record about him, whether they are accounts of stories some informant heard about him, birthday notes sent to him by J. Edgar Hoover, and, in one instance, a question about whether there were plots against him. There most interesting material relates to questions about whether MacArthur would run for President. The last file is entirely about posthumous things relating to him (declassification of files, things related to his funeral, etc.). I didn't see anything that made it look like the FBI was ever looking into MacArthur; his file is about MacArthur but that is not the same thing as investigating him for a criminal purpose.

The Hoover FBI had files about just about any public figure you can imagine, including the song "Louie Louie" (in which they attempted — and failed — to figure out just what the hell its lyrics were, and whether they were obscene). The mere presence of an FBI file about someone does not mean the FBI was investigating them as a suspect for any kind of crime, and is not remarkable for a public figure of the 1940s through the 1950s. MacArthur's is on par in its length for someone like him (Truman's was shorter, Eisenhower's was longer, and an actual suspect "subversive," like Albert Einstein's, dwarfs them all).