Okay so, in the traits list, it does say Stealth is useful for Investigate, and in investigate it further elaborates on why--

Quote Originally Posted by Investigate
Because this means you will be tailing your target almost all day and all night, you will be required to make a stealth check (a percentage roll) to see if you remain hidden. You will need to exceed 50% or above to remain hidden, and your dodge rate is taken as your stealth rate. These checks are made automatically and do not require user input, and will be made once at the end of each Investigate. If you pass the stealth check and remain hidden for the entire investigative process, your target does not spot you and you will return back to base with all the information you were after. If you fail the stealth roll, you will still get the information you learned, but the pokémon you are tailing notices you and either confronts you or flees, based on their personality. This may result in a -1 to your rapport score with that pokémon. This negative effect does not affect any other Emissary's rapport with this pokémon.

LUCKY STRIKE: It's possible to get a "Lucky Strike" with Investigate. This will happen when you use Investigate on a pokémon and it just so happens that they're either the Stalker who makes an attack during the Night Cycle, OR they just so happen to be the victim during that particular Night Cycle. If you manage to pass your stealth check and you happen to be following either the attacking Stalker or the victim, you will witness the murder and will be 100% sure of the attacking Stalker's identity. If you fail the stealth check, the pokémon will notice you before they attack or are attacked, and you will not know if they are a Stalker or a Stalker's victim.