In Sweden authorized private security guard companies are NOT allowed to provide private investigations, but anyone else can provide private investigations for a client. Swedish security guards are obligated to report crimes to the police.

If you see a crime or become a victim of a crime, you can report the crime if you want to, but you don't have to report the crime to the police. Except for some professions e.g. social workers, police and security guards who have to report crimes to the police.

Let's say you work as a PI for a client and discover a crime. I think it's up to the victim to decide if they want to report the crime to the police.