I am not familiar with the legal system in Sweden, but it seems odd that it would be a police report instead of a lawsuit.
Fraud is usually a crime and therefore a matter for the police, even in the US.
I know nothing about Swedish law, but in the US, there can be both civil and criminal fraud. They might be planning to file a lawsuit also.
It means the legal system is investigating the matter and the public prosecutor may or may not decide to file charges. The publishers might have filed a lawsuit themselves, but that is very expensive so they hope the legal system will do it for them. My guess is that the investigation will be closed because I don't think Swedish authorities think they have jurisdiction over Facebook. Unless Meta happens to have offices in Sweden, which I don't think they have. In general they can only prosecute crimes committed in Sweden or committed by Swedes.
Fraud is a crime. When a crime is committed citizens inform the police to investigate.
If someone punches you in the street or steals your wallet will you file a lawsuit or call the police? Maybe in America is different, but the normal thing to do is to go to the police. Fraud is not different, the police will investigate.