There were multiple quests in both Skyrim and Fallout 4 that I chose not to finish after seeing the consequences of all involved choices being immoral in my opinion. I found a similar situation with Woman of La Mancha, but the thing that had me questioning if it was actually wrong to finish was the note you get in her room implying that she will be taken out by someone else if she continues her investigation. However you don't get this until you enter her room, and the main quest info doesn't detail anything about her life being in danger, just that her colleagues will lose money if she cracks the case. I am perfectly ok with corrupt cops losing money in a drug/money trafficking scheme. It also seemed like dumb reasoning that one of the notes said there are many other cases like this in the city and that she should just leave it alone because it's already widespread. That is no justification for a police officer not to investigate the cases they can, and I'm sure she is quite aware of the possibilities of a hitman being sent for her, being a cop in the city investigating crimes and all. She doesn't need me to remind her of that.