"yes, this is a dumb plot thing, we're doing it anyway."
Why do people keep thinking investigating is dumb?
Yes there is a risk. The risk is better taken by the group not likely to use what they find as a super weapon to destabilize the galaxy.
Make no mistake, at least one group is mounting an expedition. At least one group. It's best our heroes get on this before more occurs off screen.
People think investigating is dumb because if investigating leads to no problems, then there is no plot, and we know there will be a plot, thus we know investigating will lead to problems. Doing something you know leads to (potentially galaxy threatening problems) can reasonably be thought to be dumb; and calling it in advance lets people feel smugly superior in that they spotted things coming.
The problem with the above analysis, as you point out, is that it ignores the fact that if they ran away and tried to hide that isn't necessarily any better or safer.
In fact, if they run and hide, then we still know there will be a plot, and thus we know running won't work either. It will lead to something HUNTING THEM DOWN, and coming after them, rather than them going after it when as prepared as possible.
If Our Heroes were the sort to duck problems, then right now we'd be seeing dozens of people saying "running away again, don't they realize that that always makes things even WORSE than if they'd investigated before things got totally FUBAR?"