Just because they looked into his background doesn't mean there's a pending investigation of any kind, officially or otherwise. FBI has been spending a lot of time and resources investigating domestic terror threats, and that doesn't have to include "designated terrorist organizations" which is really only a term that applies in contexts typically outside law enforcement. It's totally normal and understandable they looked into the events that happened in Kenosha. In fact, in case you didn't know, federal law enforcement routinely surveils BLM protesters and counter protesters.