What is the relevance of that to the case?
It just means their search procedures weren't done properly.
You do not have a legal duty of confidentiality. You need to check the terms of your contract with your employer. Even if voluntary you would still have a duty to them. I know that an appropriate adult does owe a different duty of confidentiality to a solicitor which is why I always use to remove them from consultations when I did that job.
You have no legal duty to inform the police in this instance though or, in fact, at all. Nobody is under any duty to report anything.
This is an ethical issue rather than a legal one though.
All the best.