Sometimes private investigators get called upon to do a "welfare check" on an individual. The most common is when there is no family close by and there is an elderly family member that no one has heard from for a long time. There are other variations of these, but the bottom line is the investigator has no more authority to do a check than any other individual.
I was recently asked to do a welfare check on someone, and as soon as I got to the door to ask about the person, I was turned away by someone in the house that appeared to belong inside. I had a small concern, but not a large one for the welfare of the person I was sent to check on, but not enough that I felt a need to call the police.
My point is that sometimes all an investigator can do is ask. If they push the issue any more, they can be treading on harassment or similar charges.
I know this isn't the most interesting thing in a case, but it is the kind of day to day thing an investigator has to deal with.
Whatever you do - Stay safe!