Yes, exactly. That's precisely what I expect any functioning and remotely competent secret service to do. Secret services are bound to look into anyone that is involved in anything that might represent a liability and a security threat. Thus to make sure someone doesn't pose a security threat... Secret services need to look into that person to perform threat assessments and protect the state and potential victims alike.
Let's not pretend for a moment that foreign powers haven't used sex, either directly by ordering agents to seduce and compromise targets or indirectly through collecting explicit evidence, to infiltrate and compromise state institutions.