Zhang Yue didn't let Ouyang Ling'er investigate who the "thief" was.

Because he placed the Desire Source Stone three-piece set, dropped by the Lord of Desire, Wuen, in the warehouse with the initial intention of seeing who in the guild could handle it. Whoever could would get to keep it.

As Zhang Yue said: only when these items are in the hands of someone who can control them do they become priceless treasures.

Otherwise, they're just a pile of scrap metal!